+286.5%
ARM vs LVS
-11.5%
+297.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.9% |
| 7D | +19.8% | -3.9% | +23.7% | +21.6% |
| 30D | -21.8% | +7.1% | -28.8% | -24.4% |
| 3M | -26.5% | -13.2% | -13.3% | -22.6% |
| 6M | -3.9% | -22.8% | +18.9% | +6.4% |
| YTD | +82.8% | -38.0% | +120.8% | +120.9% |
| 1Y | +34.3% | -39.5% | +73.8% | +63.9% |
| All | +286.5% | -11.5% | +297.9% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling