+30.9%
BMY vs LDOS
+48.3%
-17.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +2.1% | -1.6% | +3.7% | +2.3% |
| 30D | +7.0% | +8.2% | -1.2% | +6.0% |
| 3M | -0.9% | -8.2% | +7.3% | +0.2% |
| 6M | +14.9% | +5.8% | +9.1% | +13.7% |
| YTD | +22.8% | -27.0% | +49.8% | +26.7% |
| 1Y | +36.2% | -31.0% | +67.2% | +41.5% |
| 3Y | +45.7% | +29.3% | +16.4% | +37.0% |
| All | +30.9% | +48.3% | -17.4% | +24.7% |
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