-9.5%
LVS vs ACGL
+33.8%
-43.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -0.8% | +2.2% | -3.0% | -1.3% |
| 30D | +10.0% | +12.3% | -2.3% | +7.4% |
| 3M | -11.0% | +11.8% | -22.8% | -13.1% |
| 6M | -20.1% | +17.5% | -37.6% | -23.0% |
| YTD | -36.3% | +14.3% | -50.6% | -38.4% |
| 1Y | -36.8% | +18.2% | -55.0% | -39.4% |
| 3Y | -9.5% | +33.2% | -42.7% | -15.3% |
| All | -9.5% | +33.8% | -43.3% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling