+5.0%
LVS vs ARMK
+106.7%
-101.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | -0.8% | +2.7% | -3.5% | -2.3% |
| 30D | +10.0% | -1.5% | +11.5% | +10.2% |
| 3M | -11.0% | -11.6% | +0.5% | -5.7% |
| 6M | -20.1% | +6.7% | -26.9% | -23.8% |
| YTD | -36.3% | +47.4% | -83.8% | -50.1% |
| 1Y | -36.8% | +41.5% | -78.3% | -49.4% |
| 3Y | -9.5% | +95.5% | -105.1% | -43.6% |
| All | +5.0% | +106.7% | -101.7% | -41.1% |
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