+44.7%
BKR vs LDOS
+500.4%
-455.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.9% | +4.5% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | -11.6% | +10.1% | -21.7% | -15.9% |
| 3M | -23.4% | -4.7% | -18.7% | -22.5% |
| 6M | -22.9% | +5.6% | -28.4% | -26.4% |
| YTD | +10.2% | -25.1% | +35.3% | +21.6% |
| 1Y | +2.5% | -31.7% | +34.2% | +18.3% |
| 3Y | +53.1% | +33.7% | +19.4% | +22.1% |
| 5Y | +127.1% | +54.4% | +72.8% | +64.7% |
| 10Y | +56.4% | +236.4% | -180.1% | -23.0% |
| All | +44.7% | +500.4% | -455.7% | -51.5% |
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