+24.9%
BDX vs LDOS
+52.3%
-27.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | +2.5% | -1.3% | +3.9% | +2.8% |
| 30D | +13.6% | +10.1% | +3.5% | +11.3% |
| 3M | +18.9% | -4.7% | +23.6% | +19.8% |
| 6M | +51.8% | +5.6% | +46.2% | +49.3% |
| YTD | +43.3% | -25.1% | +68.4% | +49.2% |
| 1Y | +48.0% | -31.7% | +79.7% | +57.3% |
| 3Y | +23.7% | +33.7% | -10.0% | +10.3% |
| 5Y | +24.9% | +54.4% | -29.5% | +9.1% |
| All | +24.9% | +52.3% | -27.4% | +9.1% |
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