+128.5%
AWK vs LEN
+108.0%
+20.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.0% |
| 7D | -2.1% | -4.8% | +2.6% | -1.3% |
| 30D | +2.1% | -6.6% | +8.6% | +3.3% |
| 3M | +11.4% | -15.7% | +27.0% | +14.7% |
| 6M | +3.9% | -16.6% | +20.6% | +6.8% |
| YTD | +7.7% | -21.3% | +29.0% | +11.6% |
| 1Y | +1.3% | -42.0% | +43.3% | +11.3% |
| 3Y | +7.2% | -27.9% | +35.1% | +10.7% |
| 5Y | -17.0% | -10.7% | -6.3% | -19.7% |
| All | +128.5% | +108.0% | +20.5% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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