-9.9%
LVS vs ACI
-31.8%
+21.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.4% |
| 7D | -1.3% | -5.3% | +4.1% | -0.9% |
| 30D | +12.2% | +5.0% | +7.2% | +11.8% |
| 3M | -11.3% | +7.5% | -18.8% | -11.7% |
| 6M | -21.6% | -16.0% | -5.6% | -21.0% |
| YTD | -36.6% | -20.6% | -16.0% | -36.0% |
| 1Y | -38.4% | -23.5% | -14.9% | -37.5% |
| All | -9.9% | -31.8% | +21.9% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling