+18.3%
AWK vs LSCC
+83.9%
-65.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.8% | +0.9% |
| 7D | 0.0% | +14.5% | -14.5% | +2.0% |
| 30D | +15.5% | -0.1% | +15.6% | +16.4% |
| 3M | +10.0% | -2.7% | +12.7% | +10.9% |
| 6M | +20.4% | -4.8% | +25.2% | +21.9% |
| YTD | +17.1% | +66.9% | -49.8% | +25.1% |
| 1Y | +18.3% | +85.8% | -67.6% | +26.5% |
| All | +18.3% | +83.9% | -65.7% | +26.5% |
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