+553.0%
BNY vs LDOS
+500.4%
+52.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +2.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.5% |
| 30D | +7.4% | +10.1% | -2.8% | +2.6% |
| 3M | -4.3% | -4.7% | +0.3% | -3.1% |
| 6M | +16.2% | +5.6% | +10.6% | +11.2% |
| YTD | +33.9% | -25.1% | +58.9% | +47.8% |
| 1Y | +39.7% | -31.7% | +71.4% | +60.8% |
| 3Y | +258.0% | +33.7% | +224.3% | +186.2% |
| 5Y | +191.4% | +54.4% | +137.0% | +109.6% |
| 10Y | +322.0% | +236.4% | +85.6% | +88.6% |
| All | +553.0% | +500.4% | +52.6% | +91.8% |
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