+64.4%
BROS vs LDOS
+39.7%
+24.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -6.7% | -5.4% | -1.3% | -6.5% |
| 30D | -29.1% | +4.9% | -34.0% | -29.2% |
| 3M | -16.7% | +7.2% | -23.9% | -17.1% |
| 6M | -11.6% | -24.2% | +12.6% | -9.0% |
| YTD | -23.9% | -25.8% | +1.9% | -21.5% |
| 1Y | -34.8% | -24.7% | -10.1% | -32.9% |
| All | +64.4% | +39.7% | +24.7% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling