+180.7%
BSX vs LDOS
+495.0%
-314.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.4% |
| 7D | +1.8% | -7.2% | +9.0% | +4.7% |
| 30D | +2.8% | +16.8% | -14.0% | -3.2% |
| 3M | -13.3% | -1.6% | -11.7% | -13.0% |
| 6M | -23.7% | -1.0% | -22.7% | -24.0% |
| YTD | -55.2% | -25.8% | -29.4% | -50.8% |
| 1Y | -56.8% | -31.1% | -25.8% | -51.3% |
| 3Y | -19.0% | +32.8% | -51.8% | -32.2% |
| 5Y | -0.9% | +49.4% | -50.3% | -23.0% |
| 10Y | +98.3% | +253.9% | -155.6% | +6.1% |
| All | +180.7% | +495.0% | -314.3% | +10.2% |
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