0.0%
BRO vs LDOS
+37.2%
-37.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +1.6% | +1.9% | -0.2% | +1.2% |
| 30D | +14.6% | +12.8% | +1.8% | +11.5% |
| 3M | +0.9% | -1.0% | +1.9% | +0.8% |
| 6M | +28.3% | +6.2% | +22.2% | +25.5% |
| YTD | -8.9% | -23.2% | +14.3% | -5.3% |
| 1Y | -7.5% | -29.5% | +22.0% | -2.0% |
| All | 0.0% | +37.2% | -37.2% | -15.5% |
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