+52.3%
LVS vs ACGL
+2,307.9%
-2,255.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.9% |
| 7D | -1.5% | -0.7% | -0.7% | -1.0% |
| 30D | -3.2% | -1.0% | -2.2% | -2.6% |
| 3M | -12.0% | +11.0% | -23.0% | -18.6% |
| 6M | -19.9% | -0.3% | -19.6% | -20.7% |
| YTD | -30.6% | +2.3% | -32.9% | -33.0% |
| 1Y | -17.7% | +6.4% | -24.1% | -23.2% |
| 3Y | -14.2% | +34.0% | -48.2% | -36.0% |
| 5Y | +9.6% | +161.6% | -152.0% | -53.1% |
| 10Y | +5.7% | +278.6% | -272.9% | -70.8% |
| All | +52.3% | +2,307.9% | -2,255.6% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling