+76.4%
BAC vs LDOS
+494.7%
-418.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +0.6% | -5.4% | +6.0% | +3.3% |
| 30D | -0.9% | +4.9% | -5.8% | -3.6% |
| 3M | +16.3% | +7.2% | +9.1% | +10.8% |
| 6M | +26.0% | -24.2% | +50.2% | +41.9% |
| YTD | +15.2% | -25.8% | +41.0% | +29.8% |
| 1Y | +26.5% | -24.7% | +51.2% | +40.9% |
| 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 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