+212.3%
BMNR vs LDOS
-9.5%
+221.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.5% |
| 7D | -8.5% | -2.1% | -6.4% | -6.1% |
| 30D | +33.8% | -8.0% | +41.8% | +47.1% |
| 3M | +54.7% | +6.8% | +47.9% | +33.3% |
| 6M | +16.7% | -24.5% | +41.2% | +97.2% |
| YTD | -10.9% | -27.8% | +16.9% | +30.5% |
| 1Y | -46.9% | -27.4% | -19.5% | -51.2% |
| All | +212.3% | -9.5% | +221.9% | -100.0% |
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