+57.5%
BMY vs LDOS
+262.7%
-205.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.5% |
| 7D | -1.4% | -5.8% | +4.4% | -0.1% |
| 30D | +5.1% | +11.6% | -6.5% | +2.5% |
| 3M | -3.0% | -1.0% | -2.0% | -3.0% |
| 6M | +13.1% | +5.1% | +8.0% | +11.1% |
| YTD | +20.3% | -24.0% | +44.4% | +26.6% |
| 1Y | +39.0% | -30.3% | +69.3% | +49.2% |
| 3Y | +42.0% | +37.0% | +5.0% | +25.0% |
| 5Y | +28.5% | +53.4% | -24.8% | +7.7% |
| 10Y | +57.5% | +252.0% | -194.4% | +0.9% |
| All | +57.5% | +262.7% | -205.1% | +0.9% |
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 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