+19.3%
ARM vs LVS
-31.5%
+50.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.5% | -11.8% | -6.1% |
| 7D | -18.7% | +13.4% | -32.1% | -20.3% |
| 30D | -36.7% | +12.2% | -48.9% | -37.8% |
| 3M | -31.6% | -10.7% | -20.9% | -30.2% |
| 6M | -5.6% | -19.8% | +14.2% | -1.1% |
| YTD | +75.5% | -35.8% | +111.3% | +80.1% |
| 1Y | +19.3% | -31.8% | +51.1% | +24.3% |
| All | +19.3% | -31.5% | +50.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling