+442.1%
BMY vs LDOS
+509.1%
-66.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +2.8% | -3.7% | +6.5% | +3.8% |
| 30D | +5.9% | +16.4% | -10.4% | +1.9% |
| 3M | -0.8% | +7.4% | -8.2% | -2.9% |
| 6M | +12.1% | -0.3% | +12.4% | +11.4% |
| YTD | +21.0% | -24.0% | +45.0% | +27.9% |
| 1Y | +40.4% | -29.6% | +70.0% | +51.4% |
| 3Y | +36.3% | +35.1% | +1.1% | +20.5% |
| 5Y | +29.3% | +52.9% | -23.6% | +8.5% |
| 10Y | +74.8% | +262.2% | -187.4% | +10.5% |
| All | +442.1% | +509.1% | -66.9% | +177.1% |
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 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