+76.4%
BAC vs LDOS
+494.7%
-418.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.1% | -5.4% | +6.5% | +3.8% |
| 30D | -0.4% | +4.9% | -5.3% | -3.1% |
| 3M | +16.9% | +7.2% | +9.7% | +11.4% |
| 6M | +26.6% | -24.2% | +50.9% | +42.7% |
| YTD | +15.8% | -25.8% | +41.6% | +30.4% |
| 1Y | +27.2% | -24.7% | +51.9% | +41.6% |
| 3Y | +132.4% | +39.3% | +93.1% | +78.3% |
| 5Y | +72.6% | +43.3% | +29.3% | +26.4% |
| 10Y | +389.7% | +278.6% | +111.2% | +98.1% |
| All | +76.4% | +494.7% | -418.3% | -51.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling