-33.9%
BAX vs LDOS
+262.7%
-296.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.8% |
| 7D | +9.0% | -5.8% | +14.9% | +10.7% |
| 30D | +8.5% | +11.6% | -3.1% | +4.8% |
| 3M | -4.1% | -1.0% | -3.1% | -4.3% |
| 6M | +46.9% | +5.1% | +41.9% | +43.6% |
| YTD | +38.4% | -24.0% | +62.4% | +47.3% |
| 1Y | +47.0% | -30.3% | +77.3% | +60.5% |
| 3Y | -14.9% | +37.0% | -51.9% | -26.4% |
| 5Y | -62.5% | +53.4% | -115.9% | -69.2% |
| 10Y | -33.9% | +252.0% | -285.9% | -49.8% |
| All | -33.9% | +262.7% | -296.6% | -49.8% |
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 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