+1,042.6%
AWK vs LII
+1,228.0%
-185.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.8% |
| 6M | +21.2% | -36.4% | +57.7% | +31.9% |
| YTD | +17.6% | -28.9% | +46.5% | +23.8% |
| 1Y | +19.2% | -29.5% | +48.7% | +25.7% |
| 3Y | +26.7% | -8.6% | +35.3% | +21.7% |
| 5Y | -1.3% | +20.2% | -21.5% | -13.2% |
| 10Y | +159.7% | +166.2% | -6.6% | +86.7% |
| All | +1,042.6% | +1,228.0% | -185.4% | +421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling