+2,259.5%
LITE vs AWK
+126.5%
+2,133.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +1.7% | -3.3% | -1.7% |
| 30D | +6.7% | +5.6% | +1.1% | +5.9% |
| 3M | -6.8% | +15.9% | -22.6% | -9.0% |
| 6M | +29.4% | +4.6% | +24.9% | +27.9% |
| YTD | +139.1% | +10.1% | +129.0% | +133.6% |
| 1Y | +521.0% | +2.1% | +518.9% | +513.1% |
| 3Y | +1,535.3% | +9.8% | +1,525.4% | +1,421.6% |
| 5Y | +889.8% | -15.4% | +905.2% | +902.6% |
| All | +2,259.5% | +126.5% | +2,133.0% | +1,822.8% |
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