-11.7%
LVS vs ACGL
+31.5%
-43.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.2% |
| 7D | +11.1% | +0.9% | +10.2% | +10.9% |
| 30D | +14.7% | +13.7% | +0.9% | +11.7% |
| 3M | -10.9% | +8.0% | -19.0% | -12.4% |
| 6M | -22.3% | +13.3% | -35.6% | -24.5% |
| YTD | -35.8% | +11.8% | -47.7% | -37.6% |
| 1Y | -33.5% | +22.2% | -55.7% | -36.8% |
| 3Y | -11.7% | +32.5% | -44.2% | -18.5% |
| All | -11.7% | +31.5% | -43.2% | -18.5% |
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