+27.0%
LDOS vs BAM
+78.0%
-50.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -5.4% | -2.0% | -3.4% | -5.0% |
| 30D | +4.9% | -2.9% | +7.8% | +5.4% |
| 3M | +7.2% | +9.4% | -2.2% | +5.3% |
| 6M | -24.2% | +10.8% | -35.0% | -25.8% |
| YTD | -25.8% | -0.4% | -25.4% | -26.1% |
| 1Y | -24.7% | -10.9% | -13.9% | -23.6% |
| 3Y | +39.3% | +61.3% | -22.0% | +26.5% |
| All | +27.0% | +78.0% | -50.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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