+258.4%
BA vs LDOS
+494.7%
-236.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +1.2% | -5.4% | +6.6% | +3.7% |
| 30D | -11.6% | +4.9% | -16.5% | -13.9% |
| 3M | -2.4% | +7.2% | -9.6% | -6.5% |
| 6M | -6.6% | -24.2% | +17.6% | +4.6% |
| YTD | -2.2% | -25.8% | +23.6% | +9.3% |
| 1Y | -8.0% | -24.7% | +16.7% | +1.6% |
| 3Y | -5.0% | +39.3% | -44.3% | -26.2% |
| 5Y | -2.7% | +43.3% | -46.0% | -27.0% |
| 10Y | +75.9% | +278.6% | -202.7% | -8.8% |
| All | +258.4% | +494.7% | -236.4% | +45.2% |
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