+701.6%
BE vs LDOS
+141.2%
+560.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.7% |
| 7D | -12.1% | -2.8% | -9.3% | -11.5% |
| 30D | -30.1% | +13.6% | -43.7% | -35.0% |
| 3M | -12.1% | +4.2% | -16.4% | -16.0% |
| 6M | -30.6% | -8.2% | -22.4% | -29.9% |
| YTD | +130.6% | -24.1% | +154.7% | +155.4% |
| 1Y | +55.3% | -31.2% | +86.5% | +83.3% |
| 3Y | +1,755.6% | +35.0% | +1,720.6% | +1,213.5% |
| 5Y | +564.5% | +52.6% | +511.8% | +322.1% |
| All | +701.6% | +141.2% | +560.4% | +315.3% |
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