-41.5%
ACHR vs LVS
-18.2%
-23.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +4.9% | +0.3% | +4.5% | +4.7% |
| 30D | +4.3% | -3.9% | +8.2% | +5.9% |
| 3M | +1.7% | -12.9% | +14.6% | +7.4% |
| 6M | -6.9% | -16.9% | +10.1% | +0.3% |
| YTD | -22.5% | -31.2% | +8.8% | -10.2% |
| 1Y | -31.5% | -16.4% | -15.1% | -28.2% |
| 3Y | -14.4% | -4.4% | -10.0% | -17.2% |
| 5Y | -41.6% | +6.7% | -48.3% | -51.0% |
| All | -41.5% | -18.2% | -23.3% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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