+296.4%
ARM vs LVS
-4.9%
+301.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.1% |
| 7D | +5.5% | -1.5% | +6.9% | +6.1% |
| 30D | -8.2% | -3.2% | -5.0% | -7.2% |
| 3M | -35.9% | -12.0% | -23.9% | -32.5% |
| 6M | +103.1% | -19.9% | +123.0% | +122.0% |
| YTD | +130.6% | -30.6% | +161.3% | +167.4% |
| 1Y | +86.1% | -17.7% | +103.8% | +95.3% |
| All | +296.4% | -4.9% | +301.4% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling