+1,042.6%
AWK vs LSCC
+3,212.9%
-2,170.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -1.9% |
| 7D | +4.1% | +13.0% | -8.9% | +3.2% |
| 30D | +18.0% | -19.8% | +37.8% | +19.4% |
| 3M | +12.2% | -18.4% | +30.6% | +13.2% |
| 6M | +21.2% | -16.1% | +37.3% | +21.2% |
| YTD | +17.6% | +42.7% | -25.2% | +12.0% |
| 1Y | +19.2% | +68.0% | -48.8% | +12.0% |
| 3Y | +26.7% | +85.8% | -59.1% | +14.1% |
| 5Y | -1.3% | +28.0% | -29.4% | -10.4% |
| 10Y | +159.7% | +1,255.1% | -1,095.4% | +77.9% |
| All | +1,042.6% | +3,212.9% | -2,170.4% | +468.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling