+11.0%
AWK vs LII
+5.3%
+5.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +1.7% | -0.7% | +2.5% | +1.8% |
| 30D | +5.6% | -12.6% | +18.2% | +6.5% |
| 3M | +15.9% | -24.4% | +40.3% | +17.8% |
| 6M | +4.6% | -28.7% | +33.3% | +6.9% |
| YTD | +10.1% | -19.1% | +29.2% | +11.0% |
| 1Y | +2.1% | -29.7% | +31.8% | +4.2% |
| All | +11.0% | +5.3% | +5.7% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling