+286.0%
BRO vs LDOS
+267.6%
+18.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -8.6% | -2.1% | -6.5% | -7.9% |
| 30D | -6.9% | -8.0% | +1.1% | -4.2% |
| 3M | +10.5% | +6.8% | +3.6% | +7.1% |
| 6M | -2.8% | -24.5% | +21.7% | +6.6% |
| YTD | -16.1% | -27.8% | +11.6% | -7.3% |
| 1Y | -27.6% | -27.4% | -0.2% | -20.3% |
| 3Y | -7.3% | +39.9% | -47.2% | -24.2% |
| 5Y | +19.0% | +42.1% | -23.1% | -4.7% |
| All | +286.0% | +267.6% | +18.4% | +126.3% |
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