-9.1%
AWK vs LTH
+160.9%
-170.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +1.7% | -0.6% | +2.4% | +1.8% |
| 30D | +5.6% | -4.6% | +10.2% | +6.0% |
| 3M | +15.9% | +32.8% | -17.0% | +12.7% |
| 6M | +4.6% | +64.6% | -60.0% | -0.7% |
| YTD | +10.1% | +62.6% | -52.6% | +4.4% |
| 1Y | +2.1% | +49.9% | -47.9% | -2.4% |
| 3Y | +9.8% | +151.3% | -141.5% | -4.8% |
| All | -9.1% | +160.9% | -170.0% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling