+446.0%
BDX vs LDOS
+509.1%
-63.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +7.7% | -3.7% | +11.4% | +8.6% |
| 30D | +18.4% | +16.4% | +2.1% | +13.9% |
| 3M | +25.9% | +7.4% | +18.5% | +23.3% |
| 6M | +50.0% | -0.3% | +50.4% | +49.2% |
| YTD | +42.7% | -24.0% | +66.7% | +50.4% |
| 1Y | +57.8% | -29.6% | +87.4% | +69.7% |
| 3Y | +11.6% | +35.1% | -23.5% | -0.3% |
| 5Y | +25.0% | +52.9% | -27.9% | +6.7% |
| 10Y | +86.3% | +262.2% | -175.9% | +22.3% |
| All | +446.0% | +509.1% | -63.1% | +191.6% |
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