+3,549.0%
LRCX vs AWK
+132.0%
+3,417.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -3.1% | -2.1% | -0.9% | -2.5% |
| 30D | -8.6% | +2.1% | -10.6% | -9.2% |
| 3M | -17.7% | +11.4% | -29.1% | -20.7% |
| 6M | +36.4% | +3.9% | +32.4% | +33.3% |
| YTD | +74.5% | +7.7% | +66.8% | +68.0% |
| 1Y | +159.4% | +1.3% | +158.1% | +153.3% |
| 3Y | +361.6% | +7.2% | +354.4% | +319.9% |
| 5Y | +425.2% | -17.0% | +442.2% | +439.4% |
| All | +3,549.0% | +132.0% | +3,417.0% | +2,392.9% |
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 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