+5.7%
LVS vs ACI
-43.7%
+49.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.4% |
| 7D | -2.7% | -5.0% | +2.3% | -2.5% |
| 30D | -4.7% | -2.3% | -2.4% | -4.6% |
| 3M | -15.6% | -23.2% | +7.6% | -14.9% |
| 6M | -18.6% | -29.5% | +10.8% | -17.7% |
| YTD | -32.3% | -28.6% | -3.7% | -31.6% |
| 1Y | -18.0% | -34.0% | +16.0% | -17.1% |
| 3Y | -5.8% | -45.0% | +39.1% | -4.3% |
| 5Y | +5.7% | -44.0% | +49.7% | +8.9% |
| All | +5.7% | -43.7% | +49.4% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling