+121.4%
BKR vs LDOS
+267.6%
-146.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.1% |
| 7D | -6.7% | -2.1% | -4.5% | -5.8% |
| 30D | -8.3% | -8.0% | -0.3% | -5.1% |
| 3M | -5.4% | +6.8% | -12.2% | -9.2% |
| 6M | +0.8% | -24.5% | +25.3% | +13.0% |
| YTD | +31.8% | -27.8% | +59.6% | +49.1% |
| 1Y | +28.6% | -27.4% | +56.0% | +44.5% |
| 3Y | +71.2% | +39.9% | +31.3% | +30.2% |
| 5Y | +179.2% | +42.1% | +137.1% | +105.2% |
| All | +121.4% | +267.6% | -146.2% | +27.3% |
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