+88.0%
ARM vs LVS
-16.6%
+104.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.9% |
| 7D | +11.4% | +0.3% | +11.1% | +11.3% |
| 30D | -7.4% | -3.9% | -3.5% | -7.1% |
| 3M | -24.5% | -12.9% | -11.6% | -22.9% |
| 6M | +128.7% | -16.9% | +145.6% | +133.4% |
| YTD | +139.3% | -31.2% | +170.5% | +146.0% |
| 1Y | +88.0% | -16.4% | +104.4% | +98.3% |
| All | +88.0% | -16.6% | +104.6% | +98.3% |
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