+601.3%
BNY vs LDOS
+494.7%
+106.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 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 | +43.8% | -25.8% | +69.6% | +60.3% |
| 1Y | +58.9% | -24.7% | +83.6% | +75.3% |
| 3Y | +290.4% | +39.3% | +251.1% | +206.7% |
| 5Y | +250.1% | +43.3% | +206.8% | +162.8% |
| 10Y | +410.7% | +278.6% | +132.2% | +114.2% |
| All | +601.3% | +494.7% | +106.6% | +108.1% |
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