-8.5%
BX vs LDOS
-27.6%
+19.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.0% |
| 7D | +8.3% | -2.8% | +11.1% | +9.1% |
| 30D | +13.5% | +13.6% | 0.0% | +9.8% |
| 3M | -7.6% | +4.2% | -11.8% | -8.7% |
| 6M | +4.0% | -8.2% | +12.2% | +4.1% |
| YTD | -15.2% | -24.1% | +8.9% | -13.7% |
| 1Y | -8.5% | -31.2% | +22.7% | -3.0% |
| All | -8.5% | -27.6% | +19.2% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling