+22.8%
AWK vs LCID
-96.3%
+119.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -4.0% | +0.7% |
| 7D | +2.7% | +24.8% | -22.1% | +2.2% |
| 30D | +16.7% | -0.5% | +17.2% | +16.6% |
| 3M | +11.7% | -43.0% | +54.7% | +12.9% |
| 6M | +21.9% | -40.5% | +62.4% | +22.6% |
| YTD | +17.6% | -64.3% | +81.9% | +19.6% |
| 1Y | +19.8% | -78.1% | +97.8% | +23.3% |
| 3Y | +31.0% | -90.1% | +121.1% | +35.6% |
| 5Y | -3.0% | -99.1% | +96.1% | +3.1% |
| All | +22.8% | -96.3% | +119.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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