+26.1%
BIL vs LDOS
+226.9%
-200.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +0.3% | +8.2% | -7.9% | +0.3% |
| 3M | +1.0% | -8.2% | +9.1% | +1.0% |
| 6M | +1.9% | +5.8% | -4.0% | +1.9% |
| YTD | +3.2% | -27.0% | +30.1% | +3.2% |
| 1Y | +3.7% | -31.0% | +34.7% | +3.7% |
| 3Y | +13.8% | +29.3% | -15.5% | +13.8% |
| 5Y | +20.3% | +48.7% | -28.4% | +20.3% |
| All | +26.1% | +226.9% | -200.8% | +26.1% |
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