+289.2%
BN vs LDOS
+254.8%
+34.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.8% |
| 7D | +4.3% | +1.9% | +2.4% | +3.5% |
| 30D | +14.3% | +12.8% | +1.5% | +8.6% |
| 3M | -4.1% | -1.0% | -3.1% | -4.2% |
| 6M | -9.7% | +6.2% | -15.9% | -13.0% |
| YTD | -7.1% | -23.2% | +16.1% | +1.5% |
| 1Y | -7.4% | -29.5% | +22.1% | +5.2% |
| 3Y | +102.3% | +37.1% | +65.3% | +61.1% |
| 5Y | +35.9% | +55.6% | -19.7% | -1.0% |
| 10Y | +289.2% | +249.4% | +39.7% | +138.0% |
| All | +289.2% | +254.8% | +34.3% | +138.0% |
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