+486.3%
BHP vs LDOS
+500.4%
-14.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.2% |
| 7D | +2.4% | -1.3% | +3.7% | +2.9% |
| 30D | -5.4% | +10.1% | -15.5% | -9.3% |
| 3M | -6.9% | -4.7% | -2.2% | -5.9% |
| 6M | -4.3% | +5.6% | -9.9% | -8.3% |
| YTD | +41.6% | -25.1% | +66.7% | +54.2% |
| 1Y | +53.3% | -31.7% | +85.0% | +73.8% |
| 3Y | +58.4% | +33.7% | +24.6% | +25.7% |
| 5Y | +121.3% | +54.4% | +66.9% | +58.9% |
| 10Y | +349.0% | +236.4% | +112.6% | +101.1% |
| All | +486.3% | +500.4% | -14.2% | +71.7% |
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