+190.4%
LMT vs AWK
+157.1%
+33.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.8% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +14.1% | +14.3% | -0.1% | +8.7% |
| 3M | +0.3% | +10.3% | -10.0% | -3.4% |
| 6M | +16.1% | +18.9% | -2.8% | +8.6% |
| YTD | +25.5% | +17.7% | +7.7% | +17.5% |
| 1Y | +34.1% | +16.9% | +17.3% | +25.8% |
| 3Y | +45.1% | +32.2% | +12.9% | +27.2% |
| 5Y | +100.9% | -2.2% | +103.1% | +95.5% |
| All | +190.4% | +157.1% | +33.3% | +116.0% |
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