+222.3%
BMNR vs LDOS
-7.1%
+229.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -6.3% |
| 7D | +4.9% | -5.4% | +10.3% | +12.4% |
| 30D | +35.5% | +4.9% | +30.6% | +23.6% |
| 3M | +39.6% | +7.2% | +32.4% | +21.5% |
| 6M | +18.2% | -24.2% | +42.5% | +102.9% |
| YTD | -8.0% | -25.8% | +17.8% | +30.3% |
| 1Y | -40.8% | -24.7% | -16.1% | -52.2% |
| All | +222.3% | -7.1% | +229.4% | -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 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