+95.8%
BSX vs LDOS
+274.0%
-178.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +2.0% | -5.4% | +7.5% | +4.1% |
| 30D | +0.1% | +4.9% | -4.8% | -1.7% |
| 3M | -2.1% | +7.2% | -9.3% | -5.0% |
| 6M | -33.8% | -24.2% | -9.6% | -27.4% |
| YTD | -49.9% | -25.8% | -24.1% | -45.1% |
| 1Y | -55.4% | -24.7% | -30.7% | -51.7% |
| 3Y | -10.9% | +39.3% | -50.1% | -28.1% |
| 5Y | +6.4% | +43.3% | -36.9% | -17.4% |
| All | +95.8% | +274.0% | -178.2% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling