-36.5%
BROS vs LDOS
-31.2%
-5.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.4% |
| 7D | -21.2% | -7.2% | -14.0% | -21.3% |
| 30D | -11.6% | +16.8% | -28.4% | -11.1% |
| 3M | -36.7% | -1.6% | -35.1% | -36.9% |
| 6M | -42.8% | -1.0% | -41.8% | -42.1% |
| YTD | -44.8% | -25.8% | -19.1% | -42.6% |
| 1Y | -36.5% | -31.1% | -5.5% | -29.8% |
| All | -36.5% | -31.2% | -5.4% | -29.8% |
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