+969.7%
AWK vs LDOS
+452.3%
+517.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | +1.7% | -5.4% | +7.1% | +3.0% |
| 30D | +5.6% | +4.9% | +0.7% | +4.3% |
| 3M | +15.9% | +7.2% | +8.7% | +13.5% |
| 6M | +4.6% | -24.2% | +28.8% | +10.8% |
| YTD | +10.1% | -25.8% | +35.9% | +16.5% |
| 1Y | +2.1% | -24.7% | +26.8% | +7.4% |
| 3Y | +9.8% | +39.3% | -29.4% | -3.6% |
| 5Y | -15.4% | +43.3% | -58.7% | -27.1% |
| 10Y | +129.4% | +278.6% | -149.2% | +57.8% |
| All | +969.7% | +452.3% | +517.4% | +517.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling