+9,082.5%
LRCX vs AWK
+967.2%
+8,115.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +10.4% | +2.2% | +8.2% | +9.5% |
| 30D | +2.9% | +4.4% | -1.5% | +1.1% |
| 3M | -1.2% | +15.4% | -16.5% | -7.4% |
| 6M | +60.9% | +3.5% | +57.3% | +56.1% |
| YTD | +87.5% | +9.8% | +77.7% | +76.9% |
| 1Y | +206.6% | +3.0% | +203.7% | +194.6% |
| 3Y | +392.1% | +9.7% | +382.4% | +336.4% |
| 5Y | +478.4% | -17.2% | +495.6% | +484.9% |
| 10Y | +3,821.0% | +126.1% | +3,694.9% | +2,221.8% |
| All | +9,082.5% | +967.2% | +8,115.3% | +2,030.6% |
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