+48.3%
BDX vs LDOS
-1.7%
+50.0%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.2% |
| 7D | +7.1% | -7.2% | +14.3% | +8.9% |
| 30D | +17.6% | +16.8% | +0.8% | +13.0% |
| 3M | +20.4% | -1.6% | +22.0% | +20.3% |
| 6M | +48.3% | -1.0% | +49.2% | +48.0% |
| All | +48.3% | -1.7% | +50.0% | +48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling