+101.1%
AKAM vs LVS
0.0%
+101.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +1.5% | -3.5% | +5.0% | +2.1% |
| 30D | -13.0% | -6.2% | -6.8% | -12.1% |
| 3M | -19.4% | -14.8% | -4.5% | -17.2% |
| 6M | +0.3% | -20.9% | +21.2% | +4.1% |
| YTD | +22.4% | -33.0% | +55.4% | +30.5% |
| 1Y | +34.8% | -20.0% | +54.9% | +38.9% |
| 3Y | +1.9% | -6.9% | +8.9% | +0.7% |
| 5Y | -4.6% | +9.1% | -13.7% | -10.5% |
| All | +101.1% | 0.0% | +101.1% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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