+9.7%
AWK vs LCID
-92.3%
+101.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | -0.2% |
| 7D | +2.2% | +1.8% | +0.4% | +2.1% |
| 30D | +4.4% | -34.2% | +38.7% | +5.1% |
| 3M | +15.4% | -9.1% | +24.5% | +15.2% |
| 6M | +3.5% | -52.6% | +56.1% | +5.0% |
| YTD | +9.8% | -56.2% | +66.0% | +11.5% |
| 1Y | +3.0% | -74.9% | +77.9% | +6.4% |
| 3Y | +9.7% | -92.1% | +101.7% | +20.0% |
| All | +9.7% | -92.3% | +101.9% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling