-7.9%
BROS vs LDOS
+50.0%
-57.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.0% |
| 7D | -21.2% | -7.2% | -14.0% | -20.4% |
| 30D | -11.6% | +16.8% | -28.4% | -13.6% |
| 3M | -36.7% | -1.6% | -35.1% | -36.7% |
| 6M | -42.8% | -1.0% | -41.8% | -42.9% |
| YTD | -44.8% | -25.8% | -19.1% | -41.9% |
| 1Y | -36.5% | -31.1% | -5.5% | -32.0% |
| 3Y | +27.0% | +32.8% | -5.8% | +9.8% |
| 5Y | -50.3% | +49.4% | -99.7% | -58.7% |
| All | -7.9% | +50.0% | -57.9% | -9.3% |
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