+41.3%
LDOS vs BAH
-32.2%
+73.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | -5.4% | -3.2% | -2.2% | -3.9% |
| 30D | +4.9% | +2.0% | +2.9% | +4.0% |
| 3M | +7.2% | -7.6% | +14.8% | +11.0% |
| 6M | -24.2% | -5.7% | -18.6% | -22.7% |
| YTD | -25.8% | -11.7% | -14.1% | -22.4% |
| 1Y | -24.7% | -27.4% | +2.7% | -14.6% |
| All | +41.3% | -32.2% | +73.4% | +67.6% |
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