+969.7%
AWK vs LII
+1,410.8%
-441.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +1.7% | -0.7% | +2.5% | +1.9% |
| 30D | +5.6% | -12.6% | +18.2% | +8.6% |
| 3M | +15.9% | -24.4% | +40.3% | +21.9% |
| 6M | +4.6% | -28.7% | +33.3% | +10.8% |
| YTD | +10.1% | -19.1% | +29.2% | +13.0% |
| 1Y | +2.1% | -29.7% | +31.8% | +7.8% |
| 3Y | +9.8% | +4.8% | +5.1% | +2.5% |
| 5Y | -15.4% | +24.6% | -39.9% | -25.8% |
| 10Y | +129.4% | +169.2% | -39.8% | +64.9% |
| All | +969.7% | +1,410.8% | -441.2% | +375.6% |
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