-0.7%
BBY vs LDOS
+48.3%
-49.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | +4.5% | -1.6% | +6.1% | +4.9% |
| 30D | +16.8% | +8.2% | +8.6% | +14.5% |
| 3M | +23.2% | -8.2% | +31.4% | +25.5% |
| 6M | +91.9% | +5.8% | +86.1% | +88.1% |
| YTD | +61.6% | -27.0% | +88.6% | +73.5% |
| 1Y | +43.9% | -31.0% | +74.9% | +56.9% |
| 3Y | +88.6% | +29.3% | +59.4% | +61.7% |
| All | -0.7% | +48.3% | -49.0% | -21.1% |
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