-37.7%
BROS vs LDOS
-29.6%
-8.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.0% |
| 7D | -19.0% | +1.9% | -20.9% | -19.0% |
| 30D | -7.3% | +12.8% | -20.0% | -7.0% |
| 3M | -31.2% | -1.0% | -30.2% | -31.5% |
| 6M | -33.0% | +6.2% | -39.2% | -32.5% |
| YTD | -42.4% | -23.2% | -19.1% | -40.2% |
| 1Y | -37.7% | -29.5% | -8.3% | -30.5% |
| All | -37.7% | -29.6% | -8.1% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling