+911.5%
BE vs LDOS
+135.7%
+775.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.8% | +7.1% |
| 7D | +20.0% | -5.4% | +25.4% | +23.2% |
| 30D | +7.9% | +4.9% | +3.0% | +4.4% |
| 3M | -13.2% | +7.2% | -20.4% | -18.3% |
| 6M | +53.5% | -24.2% | +77.7% | +74.7% |
| YTD | +191.0% | -25.8% | +216.8% | +230.7% |
| 1Y | +360.5% | -24.7% | +385.2% | +419.6% |
| 3Y | +1,568.0% | +39.3% | +1,528.7% | +1,063.3% |
| 5Y | +1,055.2% | +43.3% | +1,011.9% | +672.3% |
| All | +911.5% | +135.7% | +775.7% | +437.8% |
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