+433.6%
BMY vs LDOS
+495.0%
-61.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | -0.5% | -7.2% | +6.7% | +1.3% |
| 30D | +4.1% | +16.8% | -12.8% | 0.0% |
| 3M | -3.1% | -1.6% | -1.5% | -3.0% |
| 6M | +11.0% | -1.0% | +12.0% | +10.5% |
| YTD | +19.1% | -25.8% | +44.9% | +26.6% |
| 1Y | +37.8% | -31.1% | +68.9% | +49.3% |
| 3Y | +34.2% | +32.8% | +1.4% | +19.2% |
| 5Y | +27.2% | +49.4% | -22.1% | +7.4% |
| 10Y | +72.1% | +253.9% | -181.8% | +9.5% |
| All | +433.6% | +495.0% | -61.4% | +174.4% |
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