+441.7%
BDX vs LDOS
+495.0%
-53.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.2% |
| 7D | +7.1% | -7.2% | +14.3% | +9.0% |
| 30D | +17.6% | +16.8% | +0.8% | +13.0% |
| 3M | +20.4% | -1.6% | +22.0% | +20.5% |
| 6M | +48.3% | -1.0% | +49.2% | +47.7% |
| YTD | +41.6% | -25.8% | +67.3% | +50.1% |
| 1Y | +55.7% | -31.1% | +86.8% | +68.3% |
| 3Y | +10.6% | +32.8% | -22.2% | -0.7% |
| 5Y | +24.0% | +49.4% | -25.4% | +6.5% |
| 10Y | +84.8% | +253.9% | -169.0% | +22.0% |
| All | +441.7% | +495.0% | -53.3% | +191.0% |
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 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