-49.1%
BROS vs LDOS
+52.0%
-101.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.1% | -21.5% | -21.4% |
| 7D | -21.4% | -3.7% | -17.7% | -21.0% |
| 30D | -11.5% | +16.4% | -27.9% | -13.7% |
| 3M | -47.4% | +7.4% | -54.8% | -48.3% |
| 6M | -39.5% | -0.3% | -39.2% | -39.7% |
| YTD | -43.5% | -24.0% | -19.5% | -40.6% |
| 1Y | -37.8% | -29.6% | -8.2% | -33.2% |
| 3Y | +30.5% | +35.1% | -4.6% | +10.3% |
| 5Y | -49.1% | +52.9% | -102.1% | -59.6% |
| All | -49.1% | +52.0% | -101.1% | -59.6% |
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 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