-8.6%
BDX vs LDOS
+39.7%
-48.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | -2.5% | -5.4% | +2.9% | -1.6% |
| 30D | +8.3% | +4.9% | +3.4% | +7.3% |
| 3M | +24.4% | +7.2% | +17.2% | +22.6% |
| 6M | +9.2% | -24.2% | +33.4% | +13.1% |
| YTD | +22.7% | -25.8% | +48.5% | +26.5% |
| 1Y | +25.9% | -24.7% | +50.6% | +29.5% |
| All | -8.6% | +39.7% | -48.4% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling