+237.8%
BBY vs LDOS
+260.1%
-22.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | +0.1% |
| 7D | +8.1% | -7.1% | +15.3% | +11.1% |
| 30D | +8.9% | -6.1% | +15.0% | +11.4% |
| 3M | +22.0% | +5.6% | +16.4% | +18.3% |
| 6M | +37.8% | -26.9% | +64.7% | +54.4% |
| YTD | +37.3% | -27.9% | +65.2% | +53.5% |
| 1Y | +21.6% | -26.8% | +48.4% | +34.7% |
| 3Y | +41.5% | +39.6% | +1.9% | +12.1% |
| 5Y | +1.2% | +39.4% | -38.1% | -21.7% |
| 10Y | +237.8% | +260.0% | -22.2% | +95.6% |
| All | +237.8% | +260.1% | -22.4% | +95.6% |
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