-65.8%
BAX vs LDOS
+43.9%
-109.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.1% | -5.4% | +4.3% | +0.1% |
| 30D | -5.5% | +4.9% | -10.3% | -6.6% |
| 3M | +33.5% | +7.2% | +26.4% | +30.9% |
| 6M | +35.9% | -24.2% | +60.1% | +44.1% |
| YTD | +35.4% | -25.8% | +61.2% | +43.3% |
| 1Y | +9.8% | -24.7% | +34.5% | +15.4% |
| 3Y | -32.7% | +39.3% | -72.0% | -40.4% |
| All | -65.8% | +43.9% | -109.7% | -70.0% |
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 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