+322.4%
BNY vs LDOS
+254.8%
+67.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.4% |
| 7D | +1.2% | +1.9% | -0.6% | +0.6% |
| 30D | +6.4% | +12.8% | -6.4% | +2.0% |
| 3M | -4.8% | -1.0% | -3.8% | -5.0% |
| 6M | +16.8% | +6.2% | +10.6% | +13.0% |
| YTD | +32.5% | -23.2% | +55.7% | +42.6% |
| 1Y | +38.6% | -29.5% | +68.1% | +53.9% |
| 3Y | +254.3% | +37.1% | +217.3% | +191.6% |
| 5Y | +192.4% | +55.6% | +136.8% | +121.7% |
| 10Y | +322.4% | +249.4% | +73.0% | +157.3% |
| All | +322.4% | +254.8% | +67.6% | +157.3% |
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 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