-15.7%
AWK vs LNT
+30.4%
-46.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.4% |
| 7D | -0.7% | -1.1% | +0.4% | +0.1% |
| 30D | +2.8% | -1.9% | +4.7% | +4.3% |
| 3M | +11.3% | -7.2% | +18.5% | +18.0% |
| 6M | +6.7% | -3.9% | +10.6% | +9.7% |
| YTD | +9.4% | +5.9% | +3.5% | +4.1% |
| 1Y | +3.7% | +8.4% | -4.6% | -3.3% |
| 3Y | +9.2% | +46.6% | -37.4% | -20.7% |
| 5Y | -15.7% | +32.4% | -48.2% | -32.6% |
| All | -15.7% | +30.4% | -46.1% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling