+663.7%
LHX vs AWK
+966.9%
-303.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -3.7% | +0.6% | -4.3% | -4.0% |
| 30D | -13.2% | +4.3% | -17.4% | -14.8% |
| 3M | -18.4% | +12.5% | -30.9% | -22.6% |
| 6M | -32.0% | +3.3% | -35.3% | -33.2% |
| YTD | -13.6% | +9.8% | -23.4% | -17.6% |
| 1Y | -6.0% | +2.9% | -8.9% | -8.2% |
| 3Y | +57.9% | +9.6% | +48.3% | +46.8% |
| 5Y | +19.2% | -16.7% | +35.9% | +23.6% |
| 10Y | +232.3% | +136.1% | +96.2% | +105.9% |
| All | +663.7% | +966.9% | -303.1% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling