+55.8%
LHX vs AWK
+9.5%
+46.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | -12.7% | +2.8% | -15.5% | -13.3% |
| 3M | -17.6% | +11.3% | -29.0% | -19.8% |
| 6M | -30.7% | +6.7% | -37.5% | -31.9% |
| YTD | -14.3% | +9.4% | -23.7% | -16.4% |
| 1Y | -8.4% | +3.7% | -12.1% | -9.4% |
| All | +55.8% | +9.5% | +46.3% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling