+155.1%
AWK vs LII
+166.1%
-11.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +14.2% | -0.6% | +14.7% | +14.1% |
| 3M | +10.0% | -17.0% | +27.0% | +14.3% |
| 6M | +17.1% | -31.1% | +48.2% | +25.3% |
| YTD | +16.1% | -27.7% | +43.8% | +21.7% |
| 1Y | +17.5% | -26.2% | +43.7% | +22.4% |
| 3Y | +29.3% | -9.6% | +39.0% | +21.3% |
| 5Y | -3.5% | +15.7% | -19.1% | -18.9% |
| All | +155.1% | +166.1% | -11.0% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling