+674.8%
BX vs LDOS
+248.5%
+426.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.8% |
| 7D | +1.8% | -7.2% | +9.0% | +5.2% |
| 30D | +7.9% | +16.8% | -9.0% | +0.4% |
| 3M | -9.6% | -1.6% | -8.0% | -9.2% |
| 6M | -2.3% | -1.0% | -1.3% | -2.8% |
| YTD | -19.3% | -25.8% | +6.5% | -9.5% |
| 1Y | -13.2% | -31.1% | +17.8% | +0.6% |
| 3Y | +33.8% | +32.8% | +1.0% | +7.0% |
| 5Y | 0.0% | +49.4% | -49.4% | -26.7% |
| All | +674.8% | +248.5% | +426.4% | +327.8% |
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