-1.8%
BROS vs LDOS
+53.4%
-55.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.3% | +4.3% | +6.3% |
| 7D | -17.9% | -5.8% | -12.1% | -17.2% |
| 30D | -5.4% | +11.6% | -16.9% | -6.9% |
| 3M | -32.1% | -1.0% | -31.1% | -32.1% |
| 6M | -31.7% | +5.1% | -36.7% | -32.6% |
| YTD | -41.2% | -24.0% | -17.1% | -38.3% |
| 1Y | -32.6% | -30.3% | -2.3% | -27.9% |
| 3Y | +32.7% | +37.0% | -4.3% | +14.1% |
| 5Y | -44.2% | +53.4% | -97.6% | -53.8% |
| All | -1.8% | +53.4% | -55.3% | -3.6% |
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