+92.9%
BP vs LDOS
+508.5%
-415.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | -8.4% | -2.8% | -5.6% | -7.6% |
| 30D | +2.2% | +13.6% | -11.4% | -2.3% |
| 3M | +8.8% | +4.2% | +4.6% | +6.6% |
| 6M | -0.5% | -8.2% | +7.7% | +0.9% |
| YTD | +36.2% | -24.1% | +60.3% | +45.9% |
| 1Y | +36.6% | -31.2% | +67.8% | +51.5% |
| 3Y | +48.1% | +35.0% | +13.1% | +23.3% |
| 5Y | +114.3% | +52.6% | +61.6% | +66.4% |
| 10Y | +139.2% | +261.9% | -122.7% | +31.1% |
| All | +92.9% | +508.5% | -415.6% | -20.4% |
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