-16.1%
LVS vs ACM
+250.9%
-266.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -1.3% | +3.0% | -4.3% | -3.2% |
| 30D | +12.2% | +19.7% | -7.5% | +0.5% |
| 3M | -11.3% | +5.3% | -16.6% | -15.1% |
| 6M | -21.6% | -10.8% | -10.8% | -18.6% |
| YTD | -36.6% | -25.1% | -11.5% | -27.7% |
| 1Y | -38.4% | -45.8% | +7.4% | -14.9% |
| 3Y | -10.2% | -9.4% | -0.8% | -11.7% |
| 5Y | +9.4% | +4.8% | +4.6% | -2.7% |
| 10Y | -11.3% | +129.8% | -141.1% | -57.0% |
| All | -16.1% | +250.9% | -266.9% | -71.2% |
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