-9.3%
AWK vs LTH
+156.3%
-165.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | -0.1% |
| 7D | +2.2% | +1.5% | +0.6% | +2.0% |
| 30D | +4.4% | -3.1% | +7.5% | +4.7% |
| 3M | +15.4% | +28.1% | -12.7% | +12.6% |
| 6M | +3.5% | +67.4% | -63.9% | -1.9% |
| YTD | +9.8% | +59.8% | -50.0% | +4.4% |
| 1Y | +3.0% | +45.6% | -42.6% | -1.3% |
| 3Y | +9.7% | +162.0% | -152.3% | -5.5% |
| All | -9.3% | +156.3% | -165.6% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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