+1,044.2%
AWK vs LH
+506.5%
+537.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +0.1% | +1.1% | -0.9% | -0.2% |
| 30D | +14.3% | +16.7% | -2.5% | +8.3% |
| 3M | +10.3% | +15.1% | -4.8% | +4.9% |
| 6M | +18.9% | +46.3% | -27.4% | +4.4% |
| YTD | +17.7% | +48.8% | -31.1% | +2.3% |
| 1Y | +16.9% | +39.7% | -22.8% | +3.7% |
| 3Y | +32.2% | +87.0% | -54.9% | +4.8% |
| 5Y | -2.2% | +53.0% | -55.2% | -18.1% |
| 10Y | +156.1% | +264.3% | -108.2% | +52.2% |
| All | +1,044.2% | +506.5% | +537.7% | +397.0% |
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