+610.5%
LDOS vs BAH
+1,110.0%
-499.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -3.7% | +6.0% | -9.7% | -6.6% |
| 30D | +16.4% | +31.1% | -14.7% | +1.3% |
| 3M | +7.4% | +25.2% | -17.7% | -4.3% |
| 6M | -0.3% | +18.9% | -19.2% | -9.4% |
| YTD | -24.0% | +8.3% | -32.3% | -28.2% |
| 1Y | -29.6% | +6.2% | -35.8% | -33.0% |
| 3Y | +35.1% | -22.8% | +57.9% | +45.8% |
| 5Y | +52.9% | +13.6% | +39.3% | +34.4% |
| 10Y | +262.2% | +240.2% | +22.0% | +101.1% |
| All | +610.5% | +1,110.0% | -499.5% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling