+465.4%
BE vs LDOS
+51.2%
+414.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.6% | +11.4% |
| 7D | -1.2% | -5.8% | +4.6% | 0.0% |
| 30D | -30.9% | +11.6% | -42.5% | -33.2% |
| 3M | -11.6% | -1.0% | -10.6% | -12.1% |
| 6M | -25.7% | +5.1% | -30.8% | -27.7% |
| YTD | +123.1% | -24.0% | +147.2% | +145.5% |
| 1Y | +43.4% | -30.3% | +73.7% | +64.8% |
| 3Y | +1,683.6% | +37.0% | +1,646.7% | +1,193.8% |
| 5Y | +465.4% | +53.4% | +412.1% | +252.4% |
| All | +465.4% | +51.2% | +414.3% | +252.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling