+228.9%
ARM vs LVS
-11.1%
+240.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.9% |
| 7D | -15.2% | +11.1% | -26.3% | -19.2% |
| 30D | -40.7% | +14.7% | -55.3% | -44.2% |
| 3M | -39.1% | -10.9% | -28.1% | -36.4% |
| 6M | -26.4% | -22.3% | -4.1% | -18.6% |
| YTD | +59.7% | -35.8% | +95.6% | +90.6% |
| 1Y | +10.3% | -33.5% | +43.8% | +28.8% |
| 3Y | +228.9% | -11.7% | +240.6% | +207.1% |
| All | +228.9% | -11.1% | +240.0% | +207.1% |
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