+332.2%
BHP vs LDOS
+226.9%
+105.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -1.6% | +1.1% | -0.1% |
| 30D | -4.5% | +8.2% | -12.8% | -6.8% |
| 3M | -6.9% | -8.2% | +1.3% | -5.1% |
| 6M | -10.6% | +5.8% | -16.4% | -13.1% |
| YTD | +37.2% | -27.0% | +64.2% | +47.3% |
| 1Y | +48.0% | -31.0% | +79.0% | +61.9% |
| 3Y | +52.6% | +29.3% | +23.3% | +27.6% |
| 5Y | +116.5% | +48.7% | +67.7% | +67.2% |
| All | +332.2% | +226.9% | +105.2% | +202.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling