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  • BNY vs LDOS✓SelectedUSD · LDOSBNY vs LDOS performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

BNY vs LDOS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+601.9%
LDOS return
+494.7%
Excess return
+107.2%
Maximum drawdown
-62.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioLDOSExcessAlpha
1D+0.3%+0.5%-0.2%+0.1%
7D+1.4%-5.4%+6.9%+3.9%
30D+3.8%+4.9%-1.0%+1.2%
3M+14.9%+7.2%+7.7%+10.0%
6M+40.3%-24.2%+64.6%+56.5%
YTD+43.9%-25.8%+69.7%+60.5%
1Y+59.0%-24.7%+83.7%+75.4%
3Y+290.7%+39.3%+251.5%+207.0%
5Y+250.4%+43.3%+207.1%+163.0%
10Y+411.2%+278.6%+132.6%+114.4%
All+601.9%+494.7%+107.2%+108.3%

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 1990-01-01 to 2026-09-04: 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling