+969.7%
AWK vs LH
+435.2%
+534.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +1.7% | -2.5% | +4.2% | +2.6% |
| 30D | +5.6% | +4.3% | +1.2% | +4.1% |
| 3M | +15.9% | +25.5% | -9.7% | +7.4% |
| 6M | +4.6% | +17.0% | -12.4% | -1.0% |
| YTD | +10.1% | +31.3% | -21.2% | +0.1% |
| 1Y | +2.1% | +20.0% | -17.9% | -4.5% |
| 3Y | +9.8% | +63.9% | -54.0% | -8.7% |
| 5Y | -15.4% | +30.9% | -46.2% | -25.2% |
| 10Y | +129.4% | +191.4% | -62.0% | +46.8% |
| All | +969.7% | +435.2% | +534.5% | +386.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 all: compounded portfolio wealth divided by compounded LH 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…
all analysis · Full analysis span regression · 6 months rolling