+199.6%
ARM vs LVS
-12.7%
+212.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.7% | -7.3% | -5.7% |
| 7D | +9.1% | -0.8% | +9.9% | +9.3% |
| 30D | -19.9% | +10.0% | -29.9% | -23.5% |
| 3M | -31.6% | -11.0% | -20.6% | -28.7% |
| 6M | -13.9% | -20.1% | +6.3% | -6.0% |
| YTD | +74.3% | -36.3% | +110.6% | +108.5% |
| 1Y | +35.8% | -36.8% | +72.6% | +62.7% |
| 3Y | +268.6% | -9.5% | +278.1% | +236.1% |
| All | +199.6% | -12.7% | +212.4% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling