-23.1%
LVS vs ARMK
+327.1%
-350.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.1% |
| 7D | -1.3% | +2.8% | -4.0% | -2.7% |
| 30D | +12.2% | -1.8% | +14.0% | +12.6% |
| 3M | -11.3% | -10.9% | -0.4% | -7.0% |
| 6M | -21.6% | +21.2% | -42.8% | -29.3% |
| YTD | -36.6% | +47.0% | -83.6% | -48.1% |
| 1Y | -38.4% | +42.9% | -81.3% | -49.0% |
| 3Y | -10.2% | +95.0% | -105.2% | -37.1% |
| 5Y | +9.4% | +106.2% | -96.8% | -26.0% |
| 10Y | -11.3% | +131.6% | -142.9% | -45.7% |
| All | -23.1% | +327.1% | -350.2% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling