+461.4%
BHP vs LDOS
+509.1%
-47.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -4.0% | -3.7% | -0.3% | -2.6% |
| 30D | -9.7% | +16.4% | -26.1% | -15.4% |
| 3M | -10.2% | +7.4% | -17.6% | -13.7% |
| 6M | +1.3% | -0.3% | +1.7% | -0.4% |
| YTD | +35.6% | -24.0% | +59.6% | +46.9% |
| 1Y | +47.5% | -29.6% | +77.1% | +65.1% |
| 3Y | +48.9% | +35.1% | +13.8% | +17.8% |
| 5Y | +118.4% | +52.9% | +65.5% | +57.8% |
| 10Y | +374.5% | +262.2% | +112.3% | +104.5% |
| All | +461.4% | +509.1% | -47.6% | +63.5% |
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