+17.9%
LMT vs AWK
+1.8%
+16.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -6.3% | +1.7% | -8.0% | -6.6% |
| 30D | -8.5% | +5.6% | -14.1% | -9.4% |
| 3M | +1.8% | +15.9% | -14.0% | -0.9% |
| 6M | -19.9% | +4.6% | -24.5% | -20.6% |
| YTD | +10.6% | +10.1% | +0.5% | +8.4% |
| 1Y | +17.9% | +2.1% | +15.9% | +18.9% |
| All | +17.9% | +1.8% | +16.1% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling