-0.9%
AWK vs LDOS
+49.1%
-50.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +4.1% | -7.2% | +11.3% | +5.2% |
| 30D | +18.0% | +16.8% | +1.1% | +15.4% |
| 3M | +12.2% | -1.6% | +13.8% | +12.3% |
| 6M | +21.2% | -1.0% | +22.2% | +20.8% |
| YTD | +17.6% | -25.8% | +43.3% | +21.7% |
| 1Y | +19.2% | -31.1% | +50.3% | +25.0% |
| 3Y | +26.7% | +32.8% | -6.1% | +9.7% |
| All | -0.9% | +49.1% | -50.1% | -14.9% |
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