-44.1%
ACN vs LVS
+5.3%
-49.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -6.3% | -2.7% | -3.6% | -5.8% |
| 30D | -1.4% | -4.7% | +3.3% | -0.4% |
| 3M | +2.6% | -15.6% | +18.1% | +6.2% |
| 6M | -14.3% | -18.6% | +4.3% | -10.6% |
| YTD | -33.1% | -32.3% | -0.9% | -27.9% |
| 1Y | -28.8% | -18.0% | -10.8% | -26.4% |
| 3Y | -43.0% | -5.8% | -37.1% | -43.9% |
| All | -44.1% | +5.3% | -49.4% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling