+122.1%
BP vs LDOS
+278.0%
-155.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +3.9% | -5.4% | +9.3% | +5.6% |
| 30D | +7.6% | +4.9% | +2.7% | +5.9% |
| 3M | +0.7% | +7.2% | -6.5% | -2.1% |
| 6M | +15.5% | -24.2% | +39.7% | +24.9% |
| YTD | +30.8% | -25.8% | +56.6% | +41.1% |
| 1Y | +34.3% | -24.7% | +59.0% | +43.7% |
| 3Y | +35.1% | +39.3% | -4.2% | +9.7% |
| 5Y | +126.8% | +43.3% | +83.5% | +78.2% |
| All | +122.1% | +278.0% | -155.9% | +42.6% |
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