+593.6%
LITE vs AWK
-3.8%
+597.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.9% |
| 7D | +22.6% | -2.6% | +25.1% | +21.6% |
| 30D | -36.8% | +14.2% | -50.9% | -34.1% |
| 3M | -33.0% | +10.0% | -43.1% | -30.6% |
| 6M | -37.1% | +17.1% | -54.1% | -33.9% |
| YTD | +69.5% | +16.1% | +53.3% | +78.0% |
| 1Y | +146.1% | +17.5% | +128.6% | +158.5% |
| 3Y | +1,440.8% | +29.3% | +1,411.5% | +1,382.9% |
| All | +593.6% | -3.8% | +597.4% | +630.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling