+369.5%
BDX vs LDOS
+494.7%
-125.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.7% |
| 7D | -2.5% | -5.4% | +2.9% | -1.2% |
| 30D | +8.3% | +4.9% | +3.4% | +6.9% |
| 3M | +24.4% | +7.2% | +17.2% | +21.8% |
| 6M | +9.2% | -24.2% | +33.4% | +16.2% |
| YTD | +22.7% | -25.8% | +48.5% | +30.4% |
| 1Y | +25.9% | -24.7% | +50.6% | +33.2% |
| 3Y | -10.5% | +39.3% | -49.8% | -20.6% |
| 5Y | +1.9% | +43.3% | -41.4% | -11.4% |
| 10Y | +58.7% | +278.6% | -219.9% | +3.1% |
| All | +369.5% | +494.7% | -125.2% | +152.8% |
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