+222.8%
LDOS vs BAH
+199.5%
+23.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.2% |
| 7D | -3.5% | -2.6% | -0.9% | -2.0% |
| 30D | +9.5% | +20.4% | -10.8% | -1.8% |
| 3M | -6.3% | +11.9% | -18.2% | -12.5% |
| 6M | +2.8% | +17.1% | -14.3% | -7.1% |
| YTD | -26.6% | +5.5% | -32.2% | -30.5% |
| 1Y | -31.3% | +5.6% | -36.9% | -35.2% |
| 3Y | +30.9% | -26.5% | +57.5% | +45.5% |
| 5Y | +49.4% | +6.5% | +42.9% | +28.0% |
| All | +222.8% | +199.5% | +23.3% | +57.3% |
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