+116.8%
BHP vs LDOS
+49.1%
+67.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | +0.9% | -7.2% | +8.1% | +1.8% |
| 30D | -6.3% | +16.8% | -23.1% | -8.1% |
| 3M | -7.1% | -1.6% | -5.5% | -7.1% |
| 6M | -3.2% | -1.0% | -2.2% | -3.5% |
| YTD | +37.9% | -25.8% | +63.7% | +42.5% |
| 1Y | +49.7% | -31.1% | +80.8% | +57.0% |
| 3Y | +51.7% | +32.8% | +18.9% | +31.3% |
| All | +116.8% | +49.1% | +67.6% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling