+12,010.2%
BKNG vs LDOS
+494.7%
+11,515.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.1% |
| 7D | -6.0% | -5.4% | -0.6% | -4.2% |
| 30D | -6.6% | +4.9% | -11.5% | -8.4% |
| 3M | +15.7% | +7.2% | +8.5% | +11.9% |
| 6M | +14.1% | -24.2% | +38.4% | +24.9% |
| YTD | -9.3% | -25.8% | +16.5% | -1.0% |
| 1Y | -12.8% | -24.7% | +12.0% | -5.7% |
| 3Y | +58.4% | +39.3% | +19.1% | +30.3% |
| 5Y | +114.1% | +43.3% | +70.8% | +69.4% |
| 10Y | +246.8% | +278.6% | -31.7% | +80.4% |
| All | +12,010.2% | +494.7% | +11,515.4% | +4,742.6% |
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