-9.5%
LVS vs ACWI
+74.6%
-84.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +3.0% |
| 7D | -0.8% | +2.4% | -3.3% | -3.2% |
| 30D | +10.0% | -1.7% | +11.7% | +11.5% |
| 3M | -11.0% | -3.9% | -7.1% | -7.8% |
| 6M | -20.1% | +0.8% | -20.9% | -21.6% |
| YTD | -36.3% | +11.0% | -47.4% | -44.0% |
| 1Y | -36.8% | +13.1% | -49.9% | -45.6% |
| 3Y | -9.5% | +73.9% | -83.4% | -57.3% |
| All | -9.5% | +74.6% | -84.1% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling