-3.3%
LVS vs AWK
+132.0%
-135.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.7% |
| 7D | -3.5% | -2.1% | -1.3% | -3.2% |
| 30D | -6.2% | +2.1% | -8.3% | -6.5% |
| 3M | -14.8% | +11.4% | -26.2% | -16.0% |
| 6M | -20.9% | +3.9% | -24.8% | -21.4% |
| YTD | -33.0% | +7.7% | -40.7% | -33.9% |
| 1Y | -20.0% | +1.3% | -21.3% | -20.4% |
| 3Y | -6.9% | +7.2% | -14.1% | -9.2% |
| 5Y | +9.1% | -17.0% | +26.1% | +10.4% |
| All | -3.3% | +132.0% | -135.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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