+8.5%
LVS vs AWK
-17.3%
+25.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.7% |
| 7D | -4.3% | -0.7% | -3.5% | -4.3% |
| 30D | -6.8% | +2.8% | -9.6% | -6.9% |
| 3M | -15.6% | +11.3% | -26.9% | -16.0% |
| 6M | -20.6% | +6.7% | -27.3% | -20.8% |
| YTD | -33.4% | +9.4% | -42.8% | -33.7% |
| 1Y | -20.1% | +3.7% | -23.9% | -20.2% |
| 3Y | -7.4% | +9.2% | -16.7% | -9.2% |
| 5Y | +8.5% | -15.7% | +24.2% | -4.9% |
| All | +8.5% | -17.3% | +25.8% | -4.9% |
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