+1.3%
AWK vs LNT
+8.4%
-7.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -2.1% | -1.0% | -1.1% | -1.4% |
| 30D | +2.1% | -4.2% | +6.3% | +5.1% |
| 3M | +11.4% | -6.7% | +18.1% | +17.2% |
| 6M | +3.9% | -3.6% | +7.5% | +6.4% |
| YTD | +7.7% | +5.9% | +1.8% | +3.0% |
| 1Y | +1.3% | +7.3% | -6.0% | -5.0% |
| All | +1.3% | +8.4% | -7.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 1y: compounded portfolio wealth divided by compounded LNT 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…
1y analysis · Full analysis span regression · 6 months rolling