-14.0%
LVS vs ACWI
+226.8%
-240.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -4.5% |
| 7D | +5.2% | +0.3% | +4.9% | +4.5% |
| 30D | +12.0% | -2.8% | +14.8% | +15.6% |
| 3M | -11.5% | -3.2% | -8.3% | -8.3% |
| 6M | -23.2% | +1.3% | -24.5% | -25.5% |
| YTD | -36.7% | +11.2% | -47.9% | -45.5% |
| 1Y | -36.8% | +13.8% | -50.6% | -47.2% |
| 3Y | -10.5% | +76.2% | -86.7% | -57.5% |
| 5Y | +5.1% | +59.5% | -54.4% | -41.9% |
| 10Y | -14.0% | +222.2% | -236.2% | -79.7% |
| All | -14.0% | +226.8% | -240.8% | -79.7% |
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