+1.4%
LVS vs ACGL
+263.8%
-262.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +0.3% |
| 7D | +0.3% | -2.9% | +3.3% | +1.7% |
| 30D | -3.9% | -2.8% | -1.1% | -2.6% |
| 3M | -12.9% | +6.8% | -19.7% | -15.9% |
| 6M | -16.9% | -1.5% | -15.4% | -17.0% |
| YTD | -31.2% | -0.2% | -31.0% | -32.0% |
| 1Y | -16.4% | +5.3% | -21.7% | -19.9% |
| 3Y | -4.4% | +30.3% | -34.7% | -21.1% |
| 5Y | +6.7% | +151.8% | -145.2% | -41.1% |
| 10Y | +1.4% | +266.9% | -265.4% | -48.6% |
| All | +1.4% | +263.8% | -262.4% | -48.6% |
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