+38.3%
BN vs LDOS
+43.9%
-5.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.5% | -5.4% | +2.9% | -0.9% |
| 30D | -9.5% | +4.9% | -14.4% | -11.0% |
| 3M | -10.4% | +7.2% | -17.6% | -12.7% |
| 6M | -6.4% | -24.2% | +17.9% | +1.2% |
| YTD | -11.9% | -25.8% | +13.9% | -4.6% |
| 1Y | -8.6% | -24.7% | +16.1% | -1.8% |
| 3Y | +77.6% | +39.3% | +38.3% | +46.8% |
| All | +38.3% | +43.9% | -5.6% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling