+222.8%
BBY vs LDOS
+495.0%
-272.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.1% |
| 7D | +4.2% | -7.2% | +11.4% | +7.0% |
| 30D | +17.8% | +16.8% | +0.9% | +11.1% |
| 3M | +25.8% | -1.6% | +27.4% | +26.2% |
| 6M | +73.8% | -1.0% | +74.8% | +72.5% |
| YTD | +54.7% | -25.8% | +80.5% | +69.6% |
| 1Y | +33.4% | -31.1% | +64.5% | +50.4% |
| 3Y | +72.2% | +32.8% | +39.4% | +44.8% |
| 5Y | -2.5% | +49.4% | -51.9% | -23.3% |
| 10Y | +275.2% | +253.9% | +21.3% | +110.2% |
| All | +222.8% | +495.0% | -272.3% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling