+104.4%
BDX vs LDOS
+226.9%
-122.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.9% | -1.6% | +4.5% | +3.3% |
| 30D | +15.4% | +8.2% | +7.2% | +13.1% |
| 3M | +20.5% | -8.2% | +28.7% | +22.7% |
| 6M | +53.2% | +5.8% | +47.3% | +50.1% |
| YTD | +45.7% | -27.0% | +72.7% | +54.7% |
| 1Y | +47.3% | -31.0% | +78.2% | +58.6% |
| 3Y | +25.1% | +29.3% | -4.2% | +12.1% |
| 5Y | +27.4% | +48.7% | -21.3% | +8.5% |
| All | +104.4% | +226.9% | -122.5% | +46.3% |
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