+473.8%
BMY vs LDOS
+494.7%
-20.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +0.4% | -5.4% | +5.8% | +1.7% |
| 30D | +5.0% | +4.9% | +0.1% | +3.6% |
| 3M | +19.4% | +7.2% | +12.2% | +16.8% |
| 6M | +9.5% | -24.2% | +33.8% | +16.7% |
| YTD | +28.1% | -25.8% | +53.9% | +36.4% |
| 1Y | +50.0% | -24.7% | +74.7% | +59.0% |
| 3Y | +24.1% | +39.3% | -15.2% | +8.8% |
| 5Y | +25.0% | +43.3% | -18.3% | +6.9% |
| 10Y | +68.7% | +278.6% | -209.9% | +5.3% |
| All | +473.8% | +494.7% | -20.9% | +195.6% |
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