-2.1%
BROS vs LDOS
+47.5%
-49.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.6% |
| 7D | +6.3% | -1.6% | +7.9% | +6.6% |
| 30D | -8.3% | +8.2% | -16.6% | -9.5% |
| 3M | -29.8% | -8.2% | -21.6% | -29.0% |
| 6M | -25.8% | +5.8% | -31.7% | -27.1% |
| YTD | -41.4% | -27.0% | -14.4% | -38.1% |
| 1Y | -35.2% | -31.0% | -4.2% | -30.6% |
| 3Y | +32.8% | +29.3% | +3.5% | +15.6% |
| 5Y | -42.2% | +48.7% | -90.9% | -51.7% |
| All | -2.1% | +47.5% | -49.7% | -3.3% |
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