+31.4%
AWK vs LEN
-23.4%
+54.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | 0.0% | -6.4% | +6.4% | +1.0% |
| 30D | +15.5% | +15.6% | -0.1% | +13.0% |
| 3M | +10.0% | -0.8% | +10.7% | +9.7% |
| 6M | +20.4% | +0.4% | +20.0% | +19.6% |
| YTD | +17.1% | -14.1% | +31.2% | +18.4% |
| 1Y | +18.3% | -29.6% | +47.9% | +23.6% |
| All | +31.4% | -23.4% | +54.9% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling