+2,818.7%
LNG vs AWK
+967.2%
+1,851.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.4% |
| 7D | -6.2% | +2.2% | -8.3% | -7.0% |
| 30D | +8.0% | +4.4% | +3.6% | +6.0% |
| 3M | +16.9% | +15.4% | +1.5% | +9.9% |
| 6M | +8.7% | +3.5% | +5.1% | +6.6% |
| YTD | +43.0% | +9.8% | +33.2% | +36.4% |
| 1Y | +19.4% | +3.0% | +16.4% | +16.6% |
| 3Y | +74.7% | +9.7% | +65.1% | +61.5% |
| 5Y | +222.4% | -17.2% | +239.6% | +231.9% |
| 10Y | +532.2% | +126.1% | +406.1% | +214.5% |
| All | +2,818.7% | +967.2% | +1,851.5% | +319.6% |
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