+1.4%
LVS vs ACWI
+226.0%
-224.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | +0.3% | +1.1% | -0.8% | -1.0% |
| 30D | -3.9% | -0.2% | -3.7% | -3.7% |
| 3M | -12.9% | +4.7% | -17.5% | -18.2% |
| 6M | -16.9% | +14.5% | -31.4% | -30.6% |
| YTD | -31.2% | +14.6% | -45.9% | -42.7% |
| 1Y | -16.4% | +21.4% | -37.8% | -35.4% |
| 3Y | -4.4% | +77.6% | -82.0% | -54.5% |
| 5Y | +6.7% | +68.1% | -61.4% | -44.3% |
| 10Y | +1.4% | +226.1% | -224.7% | -72.8% |
| All | +1.4% | +226.0% | -224.5% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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