+864.6%
BN vs LDOS
+509.1%
+355.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +5.7% | -3.7% | +9.4% | +7.4% |
| 30D | +12.0% | +16.4% | -4.4% | +4.8% |
| 3M | -6.1% | +7.4% | -13.5% | -9.6% |
| 6M | -8.6% | -0.3% | -8.3% | -9.7% |
| YTD | -8.5% | -24.0% | +15.5% | +0.3% |
| 1Y | -8.4% | -29.6% | +21.1% | +3.7% |
| 3Y | +92.3% | +35.1% | +57.1% | +57.4% |
| 5Y | +31.3% | +52.9% | -21.6% | -0.4% |
| 10Y | +280.5% | +262.2% | +18.3% | +93.4% |
| All | +864.6% | +509.1% | +355.5% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling