-4.4%
LVS vs ARMK
+125.3%
-129.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.4% |
| 7D | +0.3% | +1.7% | -1.4% | -0.3% |
| 30D | -3.9% | +3.1% | -7.0% | -5.1% |
| 3M | -12.9% | +9.2% | -22.1% | -15.7% |
| 6M | -16.9% | +43.7% | -60.6% | -27.8% |
| YTD | -31.2% | +57.4% | -88.6% | -42.5% |
| 1Y | -16.4% | +51.9% | -68.3% | -29.3% |
| 3Y | -4.4% | +125.4% | -129.8% | -30.2% |
| All | -4.4% | +125.3% | -129.7% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling