+156.8%
AWK vs LSCC
+1,333.6%
-1,176.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.8% |
| 7D | +2.7% | +5.0% | -2.3% | +2.5% |
| 30D | +16.7% | -11.7% | +28.4% | +17.1% |
| 3M | +11.7% | -13.3% | +25.0% | +12.1% |
| 6M | +21.9% | -12.5% | +34.4% | +21.7% |
| YTD | +17.6% | +51.2% | -33.6% | +13.5% |
| 1Y | +19.8% | +65.9% | -46.1% | +14.9% |
| 3Y | +31.0% | +95.3% | -64.4% | +20.8% |
| 5Y | -3.0% | +38.6% | -41.6% | -10.4% |
| 10Y | +156.8% | +1,352.3% | -1,195.6% | +91.9% |
| All | +156.8% | +1,333.6% | -1,176.8% | +91.9% |
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