+142.2%
BP vs LDOS
+226.9%
-84.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.8% | -1.6% | +5.4% | +4.2% |
| 30D | -5.3% | +8.2% | -13.5% | -7.7% |
| 3M | +9.3% | -8.2% | +17.4% | +11.4% |
| 6M | +7.2% | +5.8% | +1.4% | +4.0% |
| YTD | +38.0% | -27.0% | +65.0% | +49.0% |
| 1Y | +33.2% | -31.0% | +64.2% | +46.5% |
| 3Y | +50.3% | +29.3% | +21.0% | +25.0% |
| 5Y | +114.1% | +48.7% | +65.4% | +63.7% |
| All | +142.2% | +226.9% | -84.7% | +66.0% |
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