+550.0%
LNG vs AWK
+132.0%
+418.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -4.7% | -2.1% | -2.5% | -4.4% |
| 30D | +3.8% | +2.1% | +1.8% | +3.5% |
| 3M | +16.2% | +11.4% | +4.8% | +14.1% |
| 6M | +11.7% | +3.9% | +7.8% | +10.8% |
| YTD | +44.2% | +7.7% | +36.5% | +42.1% |
| 1Y | +18.6% | +1.3% | +17.3% | +17.9% |
| 3Y | +77.4% | +7.2% | +70.2% | +73.3% |
| 5Y | +232.3% | -17.0% | +249.3% | +236.9% |
| All | +550.0% | +132.0% | +418.0% | +417.0% |
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