+20.0%
AWK vs LSCC
+57.8%
-37.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.4% |
| 7D | +7.0% | +3.0% | +4.1% | +7.6% |
| 30D | +17.0% | -19.3% | +36.3% | +14.6% |
| 3M | +12.4% | -22.3% | +34.7% | +10.0% |
| 6M | +19.6% | -14.6% | +34.2% | +19.1% |
| YTD | +17.0% | +45.8% | -28.7% | +23.3% |
| 1Y | +20.0% | +69.6% | -49.6% | +28.5% |
| All | +20.0% | +57.8% | -37.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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