+30.0%
BROS vs LDOS
+35.4%
-5.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.1% | -21.5% | -21.4% |
| 7D | -21.4% | -3.7% | -17.7% | -21.3% |
| 30D | -11.5% | +16.4% | -27.9% | -12.0% |
| 3M | -47.4% | +7.4% | -54.8% | -47.6% |
| 6M | -39.5% | -0.3% | -39.2% | -39.3% |
| YTD | -43.5% | -24.0% | -19.5% | -41.9% |
| 1Y | -37.8% | -29.6% | -8.2% | -35.5% |
| All | +30.0% | +35.4% | -5.4% | +35.5% |
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 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