+318.3%
BLK vs LDOS
+226.9%
+91.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +3.7% | -1.6% | +5.4% | +4.4% |
| 30D | +13.9% | +8.2% | +5.6% | +10.1% |
| 3M | +3.9% | -8.2% | +12.1% | +7.0% |
| 6M | +13.0% | +5.8% | +7.1% | +8.8% |
| YTD | +16.1% | -27.0% | +43.1% | +29.0% |
| 1Y | +16.8% | -31.0% | +47.8% | +32.9% |
| 3Y | +97.7% | +29.3% | +68.4% | +60.0% |
| 5Y | +42.1% | +48.7% | -6.6% | +4.1% |
| All | +318.3% | +226.9% | +91.4% | +131.4% |
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