-4.7%
BRO vs LDOS
+39.7%
-44.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.7% | -3.9% |
| 7D | -5.4% | -7.1% | +1.8% | -3.9% |
| 30D | -4.3% | -6.1% | +1.7% | -3.1% |
| 3M | +17.8% | +5.6% | +12.2% | +15.8% |
| 6M | -6.8% | -26.9% | +20.2% | -1.4% |
| YTD | -13.8% | -27.9% | +14.1% | -9.0% |
| 1Y | -27.8% | -26.8% | -1.0% | -24.1% |
| 3Y | -4.7% | +39.6% | -44.3% | -16.0% |
| All | -4.7% | +39.7% | -44.4% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling