-29.1%
BRO vs LDOS
-28.1%
-1.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -7.3% | -3.1% | -4.2% | -6.7% |
| 30D | -6.9% | -8.2% | +1.4% | -5.4% |
| 3M | +10.7% | +5.9% | +4.7% | +8.2% |
| 6M | -2.7% | -25.2% | +22.5% | +0.1% |
| YTD | -16.3% | -28.1% | +11.8% | -14.2% |
| 1Y | -29.1% | -29.7% | +0.6% | -27.4% |
| All | -29.1% | -28.1% | -1.0% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling