+1,187.7%
BLK vs LDOS
+495.0%
+692.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.7% |
| 7D | +2.7% | -7.2% | +9.9% | +6.0% |
| 30D | +10.2% | +16.8% | -6.6% | +2.5% |
| 3M | +4.9% | -1.6% | +6.5% | +5.0% |
| 6M | +11.0% | -1.0% | +12.0% | +9.7% |
| YTD | +11.9% | -25.8% | +37.7% | +24.3% |
| 1Y | +12.6% | -31.1% | +43.7% | +29.3% |
| 3Y | +92.9% | +32.8% | +60.1% | +55.5% |
| 5Y | +39.3% | +49.4% | -10.0% | +3.1% |
| 10Y | +335.9% | +253.9% | +82.1% | +103.8% |
| All | +1,187.7% | +495.0% | +692.7% | +312.9% |
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