+219.7%
BMNR vs LDOS
-9.8%
+229.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +2.9% |
| 7D | +6.0% | -7.1% | +13.1% | +16.1% |
| 30D | +31.6% | -6.1% | +37.7% | +40.4% |
| 3M | +47.0% | +5.6% | +41.4% | +29.2% |
| 6M | +31.2% | -26.9% | +58.1% | +137.8% |
| YTD | -8.8% | -27.9% | +19.2% | +34.0% |
| 1Y | -43.4% | -26.8% | -16.6% | -52.9% |
| All | +219.7% | -9.8% | +229.5% | -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 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