+158.6%
AWK vs LSCC
+1,351.6%
-1,193.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.8% | +1.5% |
| 7D | +0.1% | +7.0% | -6.8% | -0.1% |
| 30D | +14.3% | -2.3% | +16.6% | +14.2% |
| 3M | +10.3% | -12.5% | +22.8% | +10.6% |
| 6M | +18.9% | -10.6% | +29.5% | +18.6% |
| YTD | +17.7% | +52.7% | -35.0% | +13.5% |
| 1Y | +16.9% | +74.0% | -57.1% | +11.7% |
| 3Y | +32.2% | +104.8% | -72.6% | +21.3% |
| 5Y | -2.2% | +36.2% | -38.4% | -9.5% |
| All | +158.6% | +1,351.6% | -1,193.0% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling