+275.4%
LDOS vs BAH
+185.2%
+90.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.4% |
| 7D | -5.4% | -3.2% | -2.2% | -3.6% |
| 30D | +4.9% | +2.0% | +2.9% | +3.7% |
| 3M | +7.2% | -7.6% | +14.8% | +11.8% |
| 6M | -24.2% | -5.7% | -18.6% | -22.4% |
| YTD | -25.8% | -11.7% | -14.1% | -21.7% |
| 1Y | -24.7% | -27.4% | +2.7% | -11.9% |
| 3Y | +39.3% | -32.5% | +71.8% | +61.7% |
| 5Y | +43.3% | -3.3% | +46.6% | +29.3% |
| All | +275.4% | +185.2% | +90.2% | +89.4% |
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