+155.5%
AWK vs LII
+162.0%
-6.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | +18.0% | -4.6% | +22.6% | +19.0% |
| 3M | +12.2% | -21.2% | +33.4% | +17.9% |
| 6M | +21.2% | -36.4% | +57.7% | +32.2% |
| YTD | +17.6% | -28.9% | +46.5% | +23.7% |
| 1Y | +19.2% | -29.5% | +48.7% | +25.6% |
| 3Y | +26.7% | -8.6% | +35.3% | +18.2% |
| 5Y | -1.3% | +20.2% | -21.5% | -18.2% |
| All | +155.5% | +162.0% | -6.4% | +68.1% |
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