+119.6%
BHP vs LDOS
+48.3%
+71.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -0.5% | -1.6% | +1.1% | -0.3% |
| 30D | -4.5% | +8.2% | -12.8% | -5.5% |
| 3M | -6.9% | -8.2% | +1.3% | -6.0% |
| 6M | -10.6% | +5.8% | -16.4% | -11.7% |
| YTD | +37.2% | -27.0% | +64.2% | +42.2% |
| 1Y | +48.0% | -31.0% | +79.0% | +55.2% |
| 3Y | +52.6% | +29.3% | +23.3% | +32.4% |
| All | +119.6% | +48.3% | +71.3% | +86.8% |
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 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