+32.8%
LDOS vs BB
+132.4%
-99.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.4% |
| 7D | -7.2% | +3.8% | -11.0% | -7.3% |
| 30D | +16.8% | -0.3% | +17.2% | +16.8% |
| 3M | -1.6% | -0.5% | -1.1% | -1.7% |
| 6M | -1.0% | +45.9% | -46.9% | -2.7% |
| YTD | -25.8% | +130.6% | -156.4% | -28.2% |
| 1Y | -31.1% | +89.2% | -120.3% | -33.0% |
| 3Y | +32.8% | +137.5% | -104.7% | +26.5% |
| All | +32.8% | +132.4% | -99.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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