+150.5%
AWK vs LII
+170.7%
-20.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.2% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | +15.8% | -2.0% | +17.7% | +16.1% |
| 3M | +11.0% | -20.2% | +31.2% | +16.3% |
| 6M | +21.0% | -32.5% | +53.5% | +30.1% |
| YTD | +16.7% | -27.4% | +44.1% | +22.3% |
| 1Y | +17.2% | -28.2% | +45.3% | +22.9% |
| 3Y | +29.2% | -7.2% | +36.4% | +20.2% |
| 5Y | -2.3% | +19.9% | -22.2% | -18.8% |
| 10Y | +150.5% | +168.6% | -18.1% | +66.1% |
| All | +150.5% | +170.7% | -20.2% | +66.1% |
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