+27.0%
BROS vs LDOS
+49.9%
-22.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -6.7% | -5.4% | -1.3% | -5.9% |
| 30D | -29.1% | +4.9% | -34.0% | -29.8% |
| 3M | -16.7% | +7.2% | -23.9% | -18.1% |
| 6M | -11.6% | -24.2% | +12.6% | -6.9% |
| YTD | -23.9% | -25.8% | +1.9% | -19.8% |
| 1Y | -34.8% | -24.7% | -10.1% | -31.6% |
| 3Y | +62.1% | +39.3% | +22.8% | +38.1% |
| All | +27.0% | +49.9% | -22.9% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling