+32.8%
LDOS vs BAH
-26.3%
+59.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -0.2% |
| 7D | -7.2% | -3.5% | -3.7% | -5.6% |
| 30D | +16.8% | +24.3% | -7.4% | +5.2% |
| 3M | -1.6% | +16.3% | -17.9% | -8.7% |
| 6M | -1.0% | +13.6% | -14.6% | -7.5% |
| YTD | -25.8% | +3.5% | -29.3% | -28.3% |
| 1Y | -31.1% | +2.7% | -33.8% | -33.4% |
| 3Y | +32.8% | -26.6% | +59.4% | +55.3% |
| All | +32.8% | -26.3% | +59.1% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling