+52.9%
LDOS vs BAH
+12.6%
+40.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -3.7% | +6.0% | -9.7% | -6.7% |
| 30D | +16.4% | +31.1% | -14.7% | +0.8% |
| 3M | +7.4% | +25.2% | -17.7% | -4.8% |
| 6M | -0.3% | +18.9% | -19.2% | -9.8% |
| YTD | -24.0% | +8.3% | -32.3% | -28.5% |
| 1Y | -29.6% | +6.2% | -35.8% | -33.3% |
| 3Y | +35.1% | -22.8% | +57.9% | +44.6% |
| 5Y | +52.9% | +13.6% | +39.3% | +23.8% |
| All | +52.9% | +12.6% | +40.3% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling