-36.8%
LVS vs ACI
-23.3%
-13.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | -0.8% | +2.3% | -3.1% | -0.9% |
| 30D | +10.0% | +1.2% | +8.8% | +10.0% |
| 3M | -11.0% | +6.8% | -17.8% | -11.2% |
| 6M | -20.1% | -18.7% | -1.4% | -20.0% |
| YTD | -36.3% | -20.2% | -16.1% | -37.6% |
| 1Y | -36.8% | -23.7% | -13.1% | -37.4% |
| All | -36.8% | -23.3% | -13.5% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling