-2.7%
AWK vs LEN
-7.9%
+5.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | 0.0% | -6.4% | +6.4% | +1.4% |
| 30D | +15.5% | +15.6% | -0.1% | +11.8% |
| 3M | +10.0% | -0.8% | +10.7% | +9.7% |
| 6M | +20.4% | +0.4% | +20.0% | +19.2% |
| YTD | +17.1% | -14.1% | +31.2% | +19.2% |
| 1Y | +18.3% | -29.6% | +47.9% | +26.1% |
| 3Y | +30.4% | -23.1% | +53.5% | +31.2% |
| 5Y | -2.7% | -8.9% | +6.2% | -13.8% |
| All | -2.7% | -7.9% | +5.3% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling