+1,408.5%
LITE vs AWK
+27.0%
+1,381.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.4% | +10.0% |
| 7D | -12.9% | +1.2% | -14.1% | -11.4% |
| 30D | -46.0% | +15.8% | -61.8% | -37.6% |
| 3M | -33.0% | +11.0% | -44.0% | -24.6% |
| 6M | -34.0% | +21.0% | -55.0% | -20.3% |
| YTD | +61.7% | +16.7% | +45.0% | +93.5% |
| 1Y | +148.3% | +17.2% | +131.1% | +199.2% |
| 3Y | +1,408.5% | +29.2% | +1,379.3% | +1,627.7% |
| All | +1,408.5% | +27.0% | +1,381.5% | +1,627.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling