+1.9%
LVS vs AWK
+969.7%
-967.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | +1.7% | -3.2% | -2.0% |
| 30D | -3.2% | +5.6% | -8.8% | -4.9% |
| 3M | -12.0% | +15.9% | -27.8% | -16.1% |
| 6M | -19.9% | +4.6% | -24.5% | -21.5% |
| YTD | -30.6% | +10.1% | -40.7% | -33.4% |
| 1Y | -17.7% | +2.1% | -19.8% | -19.3% |
| 3Y | -14.2% | +9.8% | -24.1% | -19.7% |
| 5Y | +9.6% | -15.4% | +25.0% | +11.0% |
| 10Y | +5.7% | +129.4% | -123.7% | -37.8% |
| All | +1.9% | +969.7% | -967.8% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling