+198.9%
BA vs LDOS
+508.5%
-309.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | +5.9% | -2.8% | +8.7% | +7.2% |
| 30D | -8.2% | +13.6% | -21.7% | -13.6% |
| 3M | -25.4% | +4.2% | -29.6% | -27.4% |
| 6M | -20.0% | -8.2% | -11.8% | -18.4% |
| YTD | -18.5% | -24.1% | +5.6% | -10.2% |
| 1Y | -10.6% | -31.2% | +20.6% | +3.0% |
| 3Y | -9.3% | +35.0% | -44.2% | -28.4% |
| 5Y | -16.9% | +52.6% | -69.5% | -39.8% |
| 10Y | +37.9% | +261.9% | -224.0% | -27.6% |
| All | +198.9% | +508.5% | -309.6% | +19.2% |
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