-14.0%
LVS vs ACGL
+332.3%
-346.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.7% |
| 7D | +5.2% | -1.1% | +6.3% | +5.7% |
| 30D | +12.0% | +13.1% | -1.1% | +5.6% |
| 3M | -11.5% | +9.8% | -21.3% | -15.5% |
| 6M | -23.2% | +15.3% | -38.5% | -28.8% |
| YTD | -36.7% | +12.7% | -49.4% | -41.0% |
| 1Y | -36.8% | +20.7% | -57.5% | -43.1% |
| 3Y | -10.5% | +34.3% | -44.8% | -26.4% |
| 5Y | +5.1% | +170.6% | -165.5% | -44.1% |
| 10Y | -14.0% | +330.6% | -344.5% | -50.3% |
| All | -14.0% | +332.3% | -346.3% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling