-43.3%
BE vs LDOS
-10.3%
-33.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.1% | -16.5% | -16.3% |
| 7D | -24.6% | -3.7% | -20.9% | -26.1% |
| 30D | -43.4% | +16.4% | -59.7% | -37.7% |
| 3M | -28.5% | +7.4% | -35.9% | -24.6% |
| 6M | -43.3% | -0.3% | -42.9% | -33.1% |
| All | -43.3% | -10.3% | -33.0% | -33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling