+772.7%
AKAM vs LVS
+65.2%
+707.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.3% | +5.2% |
| 7D | +5.4% | -2.7% | +8.1% | +6.0% |
| 30D | -5.9% | -4.7% | -1.2% | -5.1% |
| 3M | -19.6% | -15.6% | -4.1% | -17.0% |
| 6M | +8.5% | -18.6% | +27.1% | +12.7% |
| YTD | +26.9% | -32.3% | +59.2% | +36.4% |
| 1Y | +41.7% | -18.0% | +59.7% | +45.8% |
| 3Y | +5.8% | -5.8% | +11.6% | +4.4% |
| 5Y | -2.3% | +5.7% | -8.1% | -9.9% |
| 10Y | +111.0% | 0.0% | +110.9% | +84.4% |
| All | +772.7% | +65.2% | +707.5% | +507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling