+267.9%
BN vs LDOS
+248.5%
+19.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | 0.0% |
| 7D | +5.3% | -7.2% | +12.6% | +8.6% |
| 30D | +11.9% | +16.8% | -4.9% | +4.8% |
| 3M | -5.7% | -1.6% | -4.2% | -5.6% |
| 6M | -10.6% | -1.0% | -9.6% | -11.4% |
| YTD | -9.4% | -25.8% | +16.4% | +0.5% |
| 1Y | -8.8% | -31.1% | +22.3% | +4.5% |
| 3Y | +95.6% | +32.8% | +62.8% | +57.9% |
| 5Y | +30.2% | +49.4% | -19.2% | -3.3% |
| All | +267.9% | +248.5% | +19.4% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling