-14.8%
LVS vs ACM
+252.7%
-267.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +6.7% | +6.6% | +0.1% | +2.5% |
| 30D | +13.8% | +19.8% | -6.0% | +1.9% |
| 3M | -9.5% | -3.1% | -6.3% | -9.2% |
| 6M | -22.0% | -11.5% | -10.5% | -18.6% |
| YTD | -35.7% | -24.7% | -11.0% | -26.9% |
| 1Y | -36.7% | -45.1% | +8.4% | -13.3% |
| 3Y | -8.8% | -8.9% | 0.0% | -10.7% |
| 5Y | +9.5% | +5.4% | +4.1% | -2.9% |
| 10Y | -10.9% | +131.1% | -142.0% | -56.9% |
| All | -14.8% | +252.7% | -267.6% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling