-10.6%
BN vs LDOS
-32.8%
+22.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -0.3% | -3.5% | +3.2% | +0.4% |
| 30D | +13.6% | +9.5% | +4.0% | +11.9% |
| 3M | -6.7% | -6.3% | -0.4% | -5.5% |
| 6M | -9.0% | +2.8% | -11.8% | -9.9% |
| YTD | -8.8% | -26.6% | +17.9% | -5.6% |
| 1Y | -10.6% | -31.3% | +20.7% | -4.0% |
| All | -10.6% | -32.8% | +22.2% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling