+264.7%
BN vs LDOS
+258.9%
+5.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.6% |
| 7D | -3.0% | -4.2% | +1.2% | -1.2% |
| 30D | -13.0% | -7.9% | -5.1% | -10.1% |
| 3M | -15.2% | +4.1% | -19.3% | -17.4% |
| 6M | -5.9% | -28.2% | +22.3% | +7.0% |
| YTD | -15.8% | -28.5% | +12.8% | -4.9% |
| 1Y | -12.2% | -27.7% | +15.5% | -1.6% |
| 3Y | +72.2% | +38.4% | +33.8% | +36.4% |
| 5Y | +33.2% | +38.0% | -4.8% | +3.1% |
| 10Y | +264.7% | +262.1% | +2.6% | +115.4% |
| All | +264.7% | +258.9% | +5.7% | +115.4% |
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 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