-3.6%
AWK vs LTH
+183.0%
-186.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +1.2% | +7.0% | -5.8% | +0.5% |
| 30D | +15.8% | +15.4% | +0.3% | +14.1% |
| 3M | +11.0% | +7.0% | +4.0% | +10.2% |
| 6M | +21.0% | +46.9% | -25.9% | +16.4% |
| YTD | +16.7% | +76.4% | -59.7% | +9.8% |
| 1Y | +17.2% | +83.7% | -66.6% | +9.7% |
| 3Y | +29.2% | +248.9% | -219.7% | +8.2% |
| 5Y | -2.3% | +141.8% | -144.1% | -22.1% |
| All | -3.6% | +183.0% | -186.6% | -23.5% |
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