+263.2%
BAC vs LDOS
+248.5%
+14.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.3% |
| 7D | -1.2% | -7.2% | +6.0% | +1.7% |
| 30D | -7.7% | +16.8% | -24.5% | -13.7% |
| 3M | -21.2% | -1.6% | -19.6% | -21.2% |
| 6M | -6.8% | -1.0% | -5.9% | -7.9% |
| YTD | -8.7% | -25.8% | +17.1% | +1.1% |
| 1Y | -5.3% | -31.1% | +25.8% | +8.5% |
| 3Y | +87.4% | +32.8% | +54.6% | +48.3% |
| 5Y | +18.9% | +49.4% | -30.5% | -14.3% |
| All | +263.2% | +248.5% | +14.7% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling