-6.5%
LVS vs AWK
+1,044.2%
-1,050.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.3% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +10.0% | +14.3% | -4.3% | +5.5% |
| 3M | -11.0% | +10.3% | -21.3% | -13.8% |
| 6M | -20.1% | +18.9% | -39.1% | -24.6% |
| YTD | -36.3% | +17.7% | -54.1% | -40.2% |
| 1Y | -36.8% | +16.9% | -53.7% | -40.5% |
| 3Y | -9.5% | +32.2% | -41.7% | -20.6% |
| 5Y | +9.3% | -2.2% | +11.5% | +5.4% |
| 10Y | -11.0% | +156.1% | -167.1% | -49.8% |
| All | -6.5% | +1,044.2% | -1,050.7% | -77.2% |
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