+17.6%
BND vs LDOS
+262.7%
-245.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | +0.4% | -5.8% | +6.2% | +0.5% |
| 30D | +2.0% | +11.6% | -9.6% | +1.9% |
| 3M | -0.4% | -1.0% | +0.6% | -0.4% |
| 6M | -0.9% | +5.1% | -6.0% | -1.0% |
| YTD | -0.3% | -24.0% | +23.7% | -0.1% |
| 1Y | 0.0% | -30.3% | +30.3% | +0.3% |
| 3Y | +15.1% | +37.0% | -21.9% | +14.4% |
| 5Y | -1.5% | +53.4% | -54.9% | -2.3% |
| 10Y | +17.6% | +252.0% | -234.3% | +18.6% |
| All | +17.6% | +262.7% | -245.1% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling