+97.7%
BLK vs LDOS
+30.5%
+67.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +3.7% | -1.6% | +5.4% | +4.0% |
| 30D | +13.9% | +8.2% | +5.6% | +12.1% |
| 3M | +3.9% | -8.2% | +12.1% | +5.3% |
| 6M | +13.0% | +5.8% | +7.1% | +11.1% |
| YTD | +16.1% | -27.0% | +43.1% | +21.9% |
| 1Y | +16.8% | -31.0% | +47.8% | +24.0% |
| 3Y | +97.7% | +29.3% | +68.4% | +86.4% |
| All | +97.7% | +30.5% | +67.2% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling