+737.9%
BE vs LDOS
+138.0%
+599.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -2.4% | +15.4% | +14.1% |
| 7D | +4.5% | -1.3% | +5.8% | +5.0% |
| 30D | -20.1% | +10.1% | -30.2% | -24.6% |
| 3M | -0.8% | -4.7% | +3.8% | -0.5% |
| 6M | -26.2% | +5.6% | -31.8% | -31.3% |
| YTD | +141.1% | -25.1% | +166.2% | +168.2% |
| 1Y | +64.8% | -31.7% | +96.5% | +95.1% |
| 3Y | +1,887.4% | +33.7% | +1,853.7% | +1,309.8% |
| 5Y | +518.1% | +54.4% | +463.7% | +287.2% |
| All | +737.9% | +138.0% | +599.9% | +336.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling