+41.2%
BKR vs LDOS
+508.8%
-467.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.2% |
| 7D | -8.7% | -5.8% | -2.8% | -6.4% |
| 30D | -14.6% | +11.6% | -26.1% | -19.1% |
| 3M | -21.3% | -1.0% | -20.3% | -21.7% |
| 6M | -23.9% | +5.1% | -28.9% | -27.1% |
| YTD | +7.5% | -24.0% | +31.6% | +18.0% |
| 1Y | +2.3% | -30.3% | +32.6% | +17.0% |
| 3Y | +51.3% | +37.0% | +14.3% | +19.3% |
| 5Y | +113.4% | +53.4% | +60.1% | +55.5% |
| 10Y | +51.7% | +252.0% | -200.3% | -26.8% |
| All | +41.2% | +508.8% | -467.6% | -52.9% |
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 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