+185.8%
LMT vs AWK
+132.0%
+53.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -0.2% | -2.1% | +1.9% | +0.6% |
| 30D | -13.1% | +2.1% | -15.1% | -13.7% |
| 3M | -3.9% | +11.4% | -15.2% | -7.7% |
| 6M | -18.3% | +3.9% | -22.2% | -19.7% |
| YTD | +10.3% | +7.7% | +2.6% | +6.8% |
| 1Y | +14.2% | +1.3% | +12.9% | +12.8% |
| 3Y | +35.0% | +7.2% | +27.8% | +28.2% |
| 5Y | +73.2% | -17.0% | +90.2% | +79.8% |
| All | +185.8% | +132.0% | +53.8% | +115.7% |
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