-10.8%
LVS vs ACWI
+330.0%
-340.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +11.1% | -2.4% | +13.4% | +14.8% |
| 30D | +14.7% | -5.2% | +19.9% | +23.7% |
| 3M | -10.9% | -4.8% | -6.1% | -4.7% |
| 6M | -22.3% | -1.3% | -21.0% | -22.2% |
| YTD | -35.8% | +8.4% | -44.2% | -44.3% |
| 1Y | -33.5% | +11.0% | -44.5% | -44.4% |
| 3Y | -11.7% | +70.6% | -82.3% | -61.6% |
| 5Y | +2.6% | +55.3% | -52.7% | -47.7% |
| 10Y | -11.9% | +223.2% | -235.0% | -85.8% |
| All | -10.8% | +330.0% | -340.8% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling