+221.4%
LDOS vs BAH
+198.8%
+22.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -1.6% | +1.7% | -3.3% | -2.6% |
| 30D | +8.2% | +20.8% | -12.5% | -3.1% |
| 3M | -8.2% | +11.6% | -19.7% | -14.1% |
| 6M | +5.8% | +23.1% | -17.3% | -7.1% |
| YTD | -27.0% | +5.3% | -32.2% | -30.7% |
| 1Y | -31.0% | +6.1% | -37.1% | -35.1% |
| 3Y | +29.3% | -27.5% | +56.8% | +44.9% |
| 5Y | +48.7% | +6.2% | +42.5% | +27.6% |
| All | +221.4% | +198.8% | +22.6% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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