+1,493.1%
LITE vs AWK
+157.1%
+1,336.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.6% |
| 7D | +10.8% | +0.1% | +10.6% | +10.8% |
| 30D | -33.4% | +14.3% | -47.7% | -34.2% |
| 3M | -32.2% | +10.3% | -42.5% | -32.9% |
| 6M | -42.1% | +18.9% | -61.0% | -43.4% |
| YTD | +61.9% | +17.7% | +44.1% | +57.3% |
| 1Y | +163.0% | +16.9% | +146.1% | +155.6% |
| 3Y | +1,358.0% | +32.2% | +1,325.8% | +1,189.5% |
| 5Y | +549.9% | -2.2% | +552.1% | +536.8% |
| All | +1,493.1% | +157.1% | +1,336.0% | +1,198.7% |
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