-14.8%
AWK vs LDOS
+43.9%
-58.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | +1.7% | -5.4% | +7.1% | +2.5% |
| 30D | +5.6% | +4.9% | +0.7% | +4.8% |
| 3M | +15.9% | +7.2% | +8.7% | +14.3% |
| 6M | +4.6% | -24.2% | +28.8% | +8.4% |
| YTD | +10.1% | -25.8% | +35.9% | +14.0% |
| 1Y | +2.1% | -24.7% | +26.8% | +5.2% |
| 3Y | +9.8% | +39.3% | -29.4% | -5.8% |
| All | -14.8% | +43.9% | -58.7% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling