+2.1%
AWK vs LDOS
-24.0%
+26.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | +1.7% | -5.4% | +7.1% | +2.0% |
| 30D | +5.6% | +4.9% | +0.7% | +5.4% |
| 3M | +15.9% | +7.2% | +8.7% | +14.7% |
| 6M | +4.6% | -24.2% | +28.8% | +3.0% |
| YTD | +10.1% | -25.8% | +35.9% | +8.9% |
| 1Y | +2.1% | -24.7% | +26.8% | -2.2% |
| All | +2.1% | -24.0% | +26.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling