+31.0%
AWK vs LSCC
+101.3%
-70.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.6% |
| 7D | +2.7% | +5.0% | -2.3% | +3.2% |
| 30D | +16.7% | -11.7% | +28.4% | +16.0% |
| 3M | +11.7% | -13.3% | +25.0% | +11.2% |
| 6M | +21.9% | -12.5% | +34.4% | +22.0% |
| YTD | +17.6% | +51.2% | -33.6% | +22.5% |
| 1Y | +19.8% | +65.9% | -46.1% | +25.5% |
| 3Y | +31.0% | +95.3% | -64.4% | +33.7% |
| All | +31.0% | +101.3% | -70.3% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling