+635.8%
BX vs LDOS
+226.9%
+408.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +0.6% | -1.6% | +2.2% | +1.3% |
| 30D | +14.2% | +8.2% | +6.0% | +10.2% |
| 3M | -18.7% | -8.2% | -10.6% | -15.8% |
| 6M | +2.5% | +5.8% | -3.4% | -1.2% |
| YTD | -18.8% | -27.0% | +8.2% | -8.3% |
| 1Y | -10.3% | -31.0% | +20.7% | +3.9% |
| 3Y | +35.4% | +29.3% | +6.1% | +9.7% |
| 5Y | +0.3% | +48.7% | -48.5% | -26.4% |
| All | +635.8% | +226.9% | +408.9% | +318.9% |
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