+16.8%
AWK vs LDOS
-32.8%
+49.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -3.2% | -3.5% | +0.3% | -2.9% |
| 30D | +13.5% | +9.5% | +3.9% | +13.0% |
| 3M | +9.4% | -6.3% | +15.7% | +9.7% |
| 6M | +16.4% | +2.8% | +13.6% | +14.9% |
| YTD | +15.4% | -26.6% | +42.1% | +14.9% |
| 1Y | +16.8% | -31.3% | +48.1% | +14.7% |
| All | +16.8% | -32.8% | +49.7% | +14.7% |
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