+521.0%
LITE vs AWK
+1.8%
+519.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +3.8% |
| 7D | -1.5% | +1.7% | -3.3% | +0.5% |
| 30D | +6.7% | +5.6% | +1.1% | +14.7% |
| 3M | -6.8% | +15.9% | -22.6% | +12.0% |
| 6M | +29.4% | +4.6% | +24.9% | +41.9% |
| YTD | +139.1% | +10.1% | +129.0% | +176.2% |
| 1Y | +521.0% | +2.1% | +518.9% | +539.1% |
| All | +521.0% | +1.8% | +519.2% | +539.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling