+694.8%
BX vs LDOS
+278.0%
+416.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -4.4% | -5.4% | +1.0% | -2.0% |
| 30D | +0.1% | +4.9% | -4.8% | -2.3% |
| 3M | +16.0% | +7.2% | +8.8% | +11.6% |
| 6M | +21.6% | -24.2% | +45.9% | +36.7% |
| YTD | -8.9% | -25.8% | +16.9% | +2.2% |
| 1Y | -16.6% | -24.7% | +8.1% | -7.4% |
| 3Y | +43.3% | +39.3% | +4.1% | +12.3% |
| 5Y | +25.7% | +43.3% | -17.6% | -5.3% |
| All | +694.8% | +278.0% | +416.8% | +345.3% |
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