-16.7%
AWK vs LEN
-10.6%
-6.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.6% | -3.4% | +4.0% | +1.3% |
| 30D | +4.3% | -5.7% | +9.9% | +5.5% |
| 3M | +12.5% | -12.2% | +24.8% | +15.2% |
| 6M | +3.3% | -18.3% | +21.6% | +7.1% |
| YTD | +9.8% | -20.2% | +30.0% | +13.9% |
| 1Y | +2.9% | -40.1% | +43.0% | +14.0% |
| 3Y | +9.6% | -26.2% | +35.8% | +11.4% |
| 5Y | -16.7% | -9.8% | -6.8% | -24.6% |
| All | -16.7% | -10.6% | -6.0% | -24.6% |
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