+30.7%
BMY vs LDOS
+52.3%
-21.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -2.0% | -1.3% | -0.7% | -1.8% |
| 30D | +9.3% | +10.1% | -0.9% | +7.9% |
| 3M | -0.1% | -4.7% | +4.6% | +0.5% |
| 6M | +15.5% | +5.6% | +9.9% | +14.2% |
| YTD | +21.8% | -25.1% | +46.9% | +25.2% |
| 1Y | +34.9% | -31.7% | +66.6% | +40.2% |
| 3Y | +43.2% | +33.7% | +9.5% | +34.0% |
| 5Y | +30.7% | +54.4% | -23.6% | +22.1% |
| All | +30.7% | +52.3% | -21.5% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling