+231.7%
LNG vs AWK
-17.3%
+248.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -4.5% | -0.7% | -3.7% | -4.4% |
| 30D | +4.7% | +2.8% | +1.9% | +4.3% |
| 3M | +15.1% | +11.3% | +3.8% | +13.7% |
| 6M | +13.6% | +6.7% | +6.8% | +12.5% |
| YTD | +44.0% | +9.4% | +34.6% | +42.2% |
| 1Y | +18.4% | +3.7% | +14.6% | +17.6% |
| 3Y | +75.9% | +9.2% | +66.6% | +72.5% |
| 5Y | +231.7% | -15.7% | +247.4% | +221.3% |
| All | +231.7% | -17.3% | +248.9% | +221.3% |
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