-13.2%
BX vs LDOS
-31.2%
+17.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | +1.8% | -7.2% | +9.0% | +3.9% |
| 30D | +7.9% | +16.8% | -9.0% | +3.6% |
| 3M | -9.6% | -1.6% | -8.0% | -9.3% |
| 6M | -2.3% | -1.0% | -1.3% | -3.4% |
| YTD | -19.3% | -25.8% | +6.5% | -17.3% |
| 1Y | -13.2% | -31.1% | +17.8% | -8.7% |
| All | -13.2% | -31.2% | +17.9% | -8.7% |
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