-4.3%
AKAM vs LVS
+3.5%
-7.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.0% |
| 7D | +0.6% | -4.3% | +4.9% | +1.4% |
| 30D | -8.2% | -6.8% | -1.4% | -7.1% |
| 3M | -17.6% | -15.6% | -2.0% | -15.1% |
| 6M | +2.5% | -20.6% | +23.1% | +6.7% |
| YTD | +22.8% | -33.4% | +56.2% | +31.7% |
| 1Y | +39.6% | -20.1% | +59.7% | +44.1% |
| 3Y | +2.3% | -7.4% | +9.8% | +0.5% |
| 5Y | -4.3% | +8.5% | -12.8% | -10.5% |
| All | -4.3% | +3.5% | -7.8% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling