+668.0%
BE vs LDOS
+132.0%
+535.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | +10.8% | -1.6% | +12.4% | +11.6% |
| 30D | -19.8% | +8.2% | -28.0% | -23.6% |
| 3M | -18.7% | -8.2% | -10.6% | -17.0% |
| 6M | -33.7% | +5.8% | -39.6% | -38.4% |
| YTD | +121.0% | -27.0% | +147.9% | +148.8% |
| 1Y | +85.4% | -31.0% | +116.4% | +117.1% |
| 3Y | +1,709.5% | +29.3% | +1,680.2% | +1,206.8% |
| 5Y | +462.2% | +48.7% | +413.5% | +259.5% |
| All | +668.0% | +132.0% | +535.9% | +304.5% |
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