+82.2%
BEN vs LDOS
+509.1%
-426.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -0.4% | -3.7% | +3.3% | +1.2% |
| 30D | -0.7% | +16.4% | -17.1% | -8.0% |
| 3M | -6.8% | +7.4% | -14.2% | -11.0% |
| 6M | +7.9% | -0.3% | +8.2% | +5.9% |
| YTD | +39.6% | -24.0% | +63.6% | +54.0% |
| 1Y | +48.5% | -29.6% | +78.1% | +70.0% |
| 3Y | +55.7% | +35.1% | +20.6% | +22.1% |
| 5Y | +15.1% | +52.9% | -37.8% | -18.1% |
| 10Y | +57.4% | +262.2% | -204.9% | -34.0% |
| All | +82.2% | +509.1% | -426.9% | -48.5% |
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 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