-11.8%
LVS vs ACM
+131.3%
-143.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -3.9% | +5.1% | -9.0% | -6.5% |
| 30D | +7.1% | +18.7% | -11.6% | -2.3% |
| 3M | -13.2% | +15.5% | -28.7% | -20.1% |
| 6M | -22.8% | +1.2% | -24.0% | -24.9% |
| YTD | -38.0% | -25.2% | -12.8% | -29.9% |
| 1Y | -39.5% | -46.3% | +6.8% | -18.0% |
| 3Y | -12.2% | -9.6% | -2.6% | -13.8% |
| 5Y | +6.4% | +4.4% | +2.0% | -4.6% |
| All | -11.8% | +131.3% | -143.2% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling