-13.6%
BKNG vs LDOS
-27.6%
+14.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.7% | +9.1% | +9.7% |
| 7D | +15.6% | -2.8% | +18.4% | +15.9% |
| 30D | +8.0% | +13.6% | -5.6% | +5.9% |
| 3M | -11.8% | +4.2% | -16.0% | -12.5% |
| 6M | +3.8% | -8.2% | +12.0% | +2.6% |
| YTD | -19.6% | -24.1% | +4.5% | -20.6% |
| 1Y | -13.6% | -31.2% | +17.6% | -13.2% |
| All | -13.6% | -27.6% | +14.0% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling