+98.8%
BKNG vs LDOS
+41.1%
+57.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.9% | -6.3% |
| 7D | -7.9% | -7.1% | -0.7% | -6.9% |
| 30D | -15.9% | -6.1% | -9.9% | -15.2% |
| 3M | +11.1% | +5.6% | +5.5% | +9.8% |
| 6M | -0.7% | -26.9% | +26.2% | +3.5% |
| YTD | -15.4% | -27.9% | +12.5% | -12.0% |
| 1Y | -18.5% | -26.8% | +8.3% | -15.6% |
| 3Y | +46.5% | +39.6% | +6.9% | +32.2% |
| 5Y | +98.8% | +39.4% | +59.4% | +76.9% |
| All | +98.8% | +41.1% | +57.7% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling