+311.3%
ARM vs LVS
-5.8%
+317.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.1% |
| 7D | +11.4% | +0.3% | +11.1% | +11.2% |
| 30D | -7.4% | -3.9% | -3.5% | -6.2% |
| 3M | -24.5% | -12.9% | -11.6% | -20.2% |
| 6M | +128.7% | -16.9% | +145.6% | +145.5% |
| YTD | +139.3% | -31.2% | +170.5% | +178.4% |
| 1Y | +88.0% | -16.4% | +104.4% | +95.2% |
| All | +311.3% | -5.8% | +317.0% | +262.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling