-43.4%
BROS vs LDOS
+54.3%
-97.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -19.0% | +1.9% | -20.9% | -19.3% |
| 30D | -7.3% | +12.8% | -20.0% | -9.1% |
| 3M | -31.2% | -1.0% | -30.2% | -31.2% |
| 6M | -33.0% | +6.2% | -39.2% | -34.1% |
| YTD | -42.4% | -23.2% | -19.1% | -39.4% |
| 1Y | -37.7% | -29.5% | -8.3% | -33.2% |
| 3Y | +28.2% | +37.1% | -8.9% | +8.3% |
| 5Y | -43.4% | +55.6% | -99.0% | -54.9% |
| All | -43.4% | +54.3% | -97.6% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling