+829.4%
BN vs LDOS
+494.7%
+334.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -2.5% | -5.4% | +2.9% | -0.2% |
| 30D | -9.5% | +4.9% | -14.4% | -11.6% |
| 3M | -10.4% | +7.2% | -17.6% | -13.8% |
| 6M | -6.4% | -24.2% | +17.9% | +4.1% |
| YTD | -11.9% | -25.8% | +13.9% | -2.0% |
| 1Y | -8.6% | -24.7% | +16.1% | +0.7% |
| 3Y | +77.6% | +39.3% | +38.3% | +43.6% |
| 5Y | +37.0% | +43.3% | -6.3% | +7.1% |
| 10Y | +266.4% | +278.6% | -12.2% | +83.0% |
| All | +829.4% | +494.7% | +334.6% | +246.3% |
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