-41.5%
BROS vs LDOS
-32.8%
-8.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.7% |
| 7D | -2.5% | -3.5% | +1.0% | -2.5% |
| 30D | -11.2% | +9.5% | -20.8% | -11.0% |
| 3M | -33.9% | -6.3% | -27.6% | -34.3% |
| 6M | -33.5% | +2.8% | -36.3% | -33.1% |
| YTD | -44.9% | -26.6% | -18.3% | -43.0% |
| 1Y | -41.5% | -31.3% | -10.2% | -34.4% |
| All | -41.5% | -32.8% | -8.6% | -34.4% |
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