+491.2%
BRO vs LDOS
+515.5%
-24.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +1.6% | +1.9% | -0.2% | +1.0% |
| 30D | +14.6% | +12.8% | +1.8% | +10.1% |
| 3M | +0.9% | -1.0% | +1.9% | +1.0% |
| 6M | +28.3% | +6.2% | +22.2% | +24.9% |
| YTD | -8.9% | -23.2% | +14.3% | -2.3% |
| 1Y | -7.5% | -29.5% | +22.0% | +2.0% |
| 3Y | +0.9% | +37.1% | -36.1% | -13.3% |
| 5Y | +18.0% | +55.6% | -37.6% | -4.2% |
| 10Y | +310.2% | +249.4% | +60.8% | +153.7% |
| All | +491.2% | +515.5% | -24.2% | +184.2% |
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