+26.7%
AWK vs LTH
+268.4%
-241.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +4.1% | +4.5% | -0.4% | +3.8% |
| 30D | +18.0% | +16.3% | +1.6% | +17.0% |
| 3M | +12.2% | +8.4% | +3.8% | +11.6% |
| 6M | +21.2% | +40.3% | -19.0% | +19.2% |
| YTD | +17.6% | +77.3% | -59.7% | +14.0% |
| 1Y | +19.2% | +88.0% | -68.7% | +15.1% |
| 3Y | +26.7% | +274.3% | -247.5% | +3.2% |
| All | +26.7% | +268.4% | -241.7% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling