+40.1%
BAC vs LDOS
+509.1%
-469.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -2.7% | -3.7% | +1.0% | -1.1% |
| 30D | -8.0% | +16.4% | -24.4% | -14.9% |
| 3M | -20.9% | +7.4% | -28.3% | -24.5% |
| 6M | -5.4% | -0.3% | -5.0% | -7.2% |
| YTD | -8.1% | -24.0% | +15.9% | +1.7% |
| 1Y | -3.1% | -29.6% | +26.5% | +11.3% |
| 3Y | +88.1% | +35.1% | +53.0% | +46.2% |
| 5Y | +19.7% | +52.9% | -33.2% | -15.8% |
| 10Y | +275.9% | +262.2% | +13.6% | +55.8% |
| All | +40.1% | +509.1% | -469.0% | -61.8% |
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