-2.7%
AWK vs LSCC
+50.4%
-53.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.8% | -0.3% |
| 7D | 0.0% | +14.5% | -14.5% | +0.2% |
| 30D | +15.5% | -0.1% | +15.6% | +15.7% |
| 3M | +10.0% | -2.7% | +12.7% | +10.2% |
| 6M | +20.4% | -4.8% | +25.2% | +20.5% |
| YTD | +17.1% | +66.9% | -49.8% | +15.9% |
| 1Y | +18.3% | +85.8% | -67.6% | +16.7% |
| 3Y | +30.4% | +115.6% | -85.2% | +25.2% |
| 5Y | -2.7% | +48.8% | -51.5% | -6.6% |
| All | -2.7% | +50.4% | -53.0% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling