-8.6%
BN vs LDOS
-24.0%
+15.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.5% | -5.4% | +2.9% | -1.5% |
| 30D | -9.5% | +4.9% | -14.4% | -10.4% |
| 3M | -10.4% | +7.2% | -17.6% | -12.0% |
| 6M | -6.4% | -24.2% | +17.9% | -2.3% |
| YTD | -11.9% | -25.8% | +13.9% | -7.8% |
| 1Y | -8.6% | -24.7% | +16.1% | -6.7% |
| All | -8.6% | -24.0% | +15.4% | -6.7% |
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