+6.7%
LVS vs ARMK
+148.1%
-141.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.6% |
| 7D | +0.3% | +1.7% | -1.4% | -0.6% |
| 30D | -3.9% | +3.1% | -7.0% | -5.8% |
| 3M | -12.9% | +9.2% | -22.1% | -17.4% |
| 6M | -16.9% | +43.7% | -60.6% | -33.1% |
| YTD | -31.2% | +57.4% | -88.6% | -47.9% |
| 1Y | -16.4% | +51.9% | -68.3% | -35.6% |
| 3Y | -4.4% | +125.4% | -129.8% | -46.0% |
| 5Y | +6.7% | +149.1% | -142.4% | -48.0% |
| All | +6.7% | +148.1% | -141.5% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling