+71.4%
BAC vs LDOS
+43.9%
+27.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.1% | -5.4% | +6.5% | +2.4% |
| 30D | -0.4% | +4.9% | -5.3% | -1.8% |
| 3M | +16.9% | +7.2% | +9.7% | +14.4% |
| 6M | +26.6% | -24.2% | +50.9% | +35.8% |
| YTD | +15.8% | -25.8% | +41.6% | +24.4% |
| 1Y | +27.2% | -24.7% | +51.9% | +35.8% |
| 3Y | +132.4% | +39.3% | +93.1% | +94.2% |
| All | +71.4% | +43.9% | +27.6% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling