+71.8%
LMT vs AWK
-16.7%
+88.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -12.5% | +4.3% | -16.8% | -13.4% |
| 3M | -0.5% | +12.5% | -13.0% | -3.4% |
| 6M | -20.0% | +3.3% | -23.3% | -20.8% |
| YTD | +10.4% | +9.8% | +0.6% | +7.6% |
| 1Y | +17.7% | +2.9% | +14.8% | +16.4% |
| 3Y | +34.3% | +9.6% | +24.7% | +29.4% |
| 5Y | +71.8% | -16.7% | +88.5% | +62.9% |
| All | +71.8% | -16.7% | +88.6% | +62.9% |
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 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