-38.5%
LITE vs AWK
+20.6%
-59.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.5% | +11.1% | +9.8% |
| 7D | +3.4% | 0.0% | +3.4% | +4.5% |
| 30D | -34.9% | +15.5% | -50.4% | -15.1% |
| 3M | -21.0% | +10.0% | -31.0% | -3.1% |
| 6M | -38.5% | +20.4% | -58.9% | -19.2% |
| All | -38.5% | +20.6% | -59.1% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling