+752.8%
LMT vs AWK
+969.7%
-216.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -6.3% | +1.7% | -8.0% | -6.9% |
| 30D | -8.5% | +5.6% | -14.1% | -10.4% |
| 3M | +1.8% | +15.9% | -14.0% | -3.8% |
| 6M | -19.9% | +4.6% | -24.5% | -21.6% |
| YTD | +10.6% | +10.1% | +0.5% | +6.1% |
| 1Y | +17.9% | +2.1% | +15.9% | +16.0% |
| 3Y | +27.0% | +9.8% | +17.1% | +19.4% |
| 5Y | +68.7% | -15.4% | +84.0% | +72.7% |
| 10Y | +181.1% | +129.4% | +51.7% | +90.6% |
| All | +752.8% | +969.7% | -216.9% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling