+30.3%
BIL vs LDOS
+469.9%
-439.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.3% | -3.7% | +3.4% | -0.3% |
| 30D | 0.0% | +16.4% | -16.4% | 0.0% |
| 3M | +0.3% | +7.4% | -7.1% | +0.3% |
| 6M | +1.2% | -0.3% | +1.5% | +1.2% |
| YTD | +2.4% | -24.0% | +26.4% | +2.4% |
| 1Y | +3.0% | -29.6% | +32.6% | +3.0% |
| 3Y | +13.1% | +35.1% | -22.0% | +13.2% |
| 5Y | +19.4% | +52.9% | -33.5% | +19.4% |
| 10Y | +25.2% | +262.2% | -237.1% | +25.4% |
| All | +30.3% | +469.9% | -439.6% | +30.7% |
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