+27.6%
BX vs LDOS
+43.9%
-16.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -4.4% | -5.4% | +1.0% | -2.6% |
| 30D | +0.1% | +4.9% | -4.8% | -1.6% |
| 3M | +16.0% | +7.2% | +8.8% | +12.8% |
| 6M | +21.6% | -24.2% | +45.9% | +32.3% |
| YTD | -8.9% | -25.8% | +16.9% | -0.9% |
| 1Y | -16.6% | -24.7% | +8.1% | -10.0% |
| 3Y | +43.3% | +39.3% | +4.1% | +17.9% |
| All | +27.6% | +43.9% | -16.3% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling