-20.9%
BAX vs LDOS
+32.3%
-53.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +1.0% |
| 7D | +12.1% | -7.2% | +19.3% | +13.7% |
| 30D | +7.6% | +16.8% | -9.3% | +3.6% |
| 3M | -4.5% | -1.6% | -2.9% | -4.6% |
| 6M | +52.0% | -1.0% | +53.0% | +51.1% |
| YTD | +35.1% | -25.8% | +60.9% | +42.0% |
| 1Y | +43.7% | -31.1% | +74.8% | +54.0% |
| 3Y | -20.9% | +32.8% | -53.7% | -35.7% |
| All | -20.9% | +32.3% | -53.2% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling