+1,402.3%
LITE vs AWK
+158.1%
+1,244.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.7% |
| 7D | -35.9% | +4.1% | -40.0% | -36.2% |
| 30D | -51.5% | +18.0% | -69.5% | -52.3% |
| 3M | -35.7% | +12.2% | -47.9% | -36.5% |
| 6M | -43.0% | +21.2% | -64.2% | -44.5% |
| YTD | +46.1% | +17.6% | +28.6% | +42.0% |
| 1Y | +124.7% | +19.2% | +105.5% | +117.2% |
| 3Y | +1,172.1% | +26.7% | +1,145.3% | +1,042.8% |
| 5Y | +477.0% | -1.3% | +478.3% | +463.1% |
| All | +1,402.3% | +158.1% | +1,244.3% | +1,098.1% |
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 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