+101.6%
BSX vs LDOS
+262.7%
-161.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.6% | +2.1% |
| 7D | -0.7% | -5.8% | +5.1% | +1.5% |
| 30D | +3.0% | +11.6% | -8.6% | -1.0% |
| 3M | -10.7% | -1.0% | -9.7% | -10.6% |
| 6M | -18.4% | +5.1% | -23.4% | -20.4% |
| YTD | -53.8% | -24.0% | -29.8% | -50.0% |
| 1Y | -56.0% | -30.3% | -25.7% | -50.8% |
| 3Y | -14.4% | +37.0% | -51.4% | -30.4% |
| 5Y | +2.9% | +53.4% | -50.5% | -22.8% |
| 10Y | +101.6% | +252.0% | -150.4% | +17.9% |
| All | +101.6% | +262.7% | -161.1% | +17.9% |
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 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