-8.2%
LVS vs ACM
+230.8%
-238.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.5% | -3.7% | +2.3% | +0.8% |
| 30D | -3.2% | -11.1% | +7.9% | +2.6% |
| 3M | -12.0% | -8.0% | -4.0% | -9.3% |
| 6M | -19.9% | -29.7% | +9.8% | -3.4% |
| YTD | -30.6% | -29.4% | -1.3% | -17.7% |
| 1Y | -17.7% | -46.4% | +28.7% | +14.5% |
| 3Y | -14.2% | -22.3% | +8.1% | -7.1% |
| 5Y | +9.6% | +4.5% | +5.2% | -2.4% |
| 10Y | +5.7% | +127.6% | -122.0% | -49.0% |
| All | -8.2% | +230.8% | -238.9% | -67.2% |
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