+213.2%
BKNG vs LDOS
+258.9%
-45.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -3.0% | -3.5% |
| 7D | -13.1% | -4.2% | -8.9% | -11.9% |
| 30D | -18.5% | -7.9% | -10.7% | -16.5% |
| 3M | +5.8% | +4.1% | +1.6% | +3.7% |
| 6M | -2.1% | -28.2% | +26.1% | +8.1% |
| YTD | -18.6% | -28.5% | +9.9% | -10.8% |
| 1Y | -21.7% | -27.7% | +6.0% | -14.8% |
| 3Y | +40.9% | +38.4% | +2.5% | +15.3% |
| 5Y | +91.0% | +38.0% | +53.0% | +52.0% |
| 10Y | +213.2% | +262.1% | -48.9% | +101.9% |
| All | +213.2% | +258.9% | -45.8% | +101.9% |
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