+5.0%
LVS vs AWK
-2.4%
+7.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.6% |
| 7D | -0.8% | +0.1% | -1.0% | -0.8% |
| 30D | +10.0% | +14.3% | -4.3% | +9.1% |
| 3M | -11.0% | +10.3% | -21.3% | -11.6% |
| 6M | -20.1% | +18.9% | -39.1% | -21.0% |
| YTD | -36.3% | +17.7% | -54.1% | -37.1% |
| 1Y | -36.8% | +16.9% | -53.7% | -37.5% |
| 3Y | -9.5% | +32.2% | -41.7% | -13.8% |
| All | +5.0% | -2.4% | +7.4% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling