0.0%
LVS vs ARMK
+134.7%
-134.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -2.7% | +0.3% | -3.1% | -2.9% |
| 30D | -4.7% | +2.4% | -7.0% | -6.0% |
| 3M | -15.6% | +6.1% | -21.6% | -18.1% |
| 6M | -18.6% | +41.8% | -60.4% | -31.6% |
| YTD | -32.3% | +55.5% | -87.8% | -45.7% |
| 1Y | -18.0% | +49.6% | -67.6% | -33.4% |
| 3Y | -5.8% | +122.8% | -128.6% | -38.2% |
| 5Y | +5.7% | +151.0% | -145.3% | -34.4% |
| 10Y | 0.0% | +137.9% | -137.9% | -37.5% |
| All | 0.0% | +134.7% | -134.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling