+127.7%
BP vs LDOS
+262.7%
-135.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.5% |
| 7D | -6.9% | -5.8% | -1.0% | -5.3% |
| 30D | -3.6% | +11.6% | -15.2% | -6.8% |
| 3M | +8.4% | -1.0% | +9.4% | +8.2% |
| 6M | +5.3% | +5.1% | +0.3% | +2.6% |
| YTD | +33.2% | -24.0% | +57.2% | +42.1% |
| 1Y | +28.2% | -30.3% | +58.5% | +40.8% |
| 3Y | +49.2% | +37.0% | +12.3% | +22.0% |
| 5Y | +102.9% | +53.4% | +49.5% | +54.2% |
| 10Y | +127.7% | +252.0% | -124.3% | +60.0% |
| All | +127.7% | +262.7% | -135.0% | +60.0% |
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