-2.3%
AWK vs LDOS
+51.2%
-53.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.1% |
| 7D | +1.2% | -5.8% | +7.0% | +2.1% |
| 30D | +15.8% | +11.6% | +4.2% | +14.0% |
| 3M | +11.0% | -1.0% | +12.0% | +11.0% |
| 6M | +21.0% | +5.1% | +15.9% | +19.6% |
| YTD | +16.7% | -24.0% | +40.8% | +20.4% |
| 1Y | +17.2% | -30.3% | +47.4% | +22.6% |
| 3Y | +29.2% | +37.0% | -7.8% | +11.1% |
| 5Y | -2.3% | +53.4% | -55.7% | -17.0% |
| All | -2.3% | +51.2% | -53.5% | -17.0% |
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