+55.5%
BKR vs LDOS
+226.9%
-171.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +3.8% | -1.6% | +5.4% | +4.4% |
| 30D | -10.3% | +8.2% | -18.5% | -13.8% |
| 3M | -21.7% | -8.2% | -13.5% | -19.5% |
| 6M | -23.8% | +5.8% | -29.6% | -27.2% |
| YTD | +10.3% | -27.0% | +37.2% | +23.3% |
| 1Y | +5.7% | -31.0% | +36.7% | +21.6% |
| 3Y | +52.6% | +29.3% | +23.4% | +20.3% |
| 5Y | +127.1% | +48.7% | +78.4% | +60.8% |
| All | +55.5% | +226.9% | -171.4% | -10.6% |
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 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