+967.7%
BX vs LDOS
+495.4%
+472.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -4.4% | -5.4% | +1.0% | -1.8% |
| 30D | +0.1% | +4.9% | -4.8% | -2.5% |
| 3M | +16.0% | +7.2% | +8.8% | +11.1% |
| 6M | +21.6% | -24.2% | +45.9% | +38.0% |
| YTD | -8.9% | -25.8% | +16.9% | +3.2% |
| 1Y | -16.6% | -24.7% | +8.1% | -6.6% |
| 3Y | +43.3% | +39.3% | +4.1% | +11.9% |
| 5Y | +25.7% | +43.3% | -17.6% | -5.7% |
| 10Y | +689.5% | +278.6% | +410.9% | +239.2% |
| All | +967.7% | +495.4% | +472.3% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling