+222.0%
LHX vs AWK
+132.0%
+90.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -4.3% | -2.1% | -2.1% | -3.4% |
| 30D | -15.1% | +2.1% | -17.2% | -15.9% |
| 3M | -21.0% | +11.4% | -32.3% | -24.4% |
| 6M | -32.0% | +3.9% | -35.9% | -33.3% |
| YTD | -15.3% | +7.7% | -23.0% | -18.3% |
| 1Y | -11.1% | +1.3% | -12.4% | -12.4% |
| 3Y | +54.0% | +7.2% | +46.8% | +45.3% |
| 5Y | +17.1% | -17.0% | +34.1% | +21.8% |
| All | +222.0% | +132.0% | +90.0% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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