+47.6%
LDOS vs BB
-17.6%
+65.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | -1.6% | +1.8% | -3.5% | -1.7% |
| 30D | +8.2% | +8.1% | +0.1% | +7.9% |
| 3M | -8.2% | -1.0% | -7.2% | -8.3% |
| 6M | +5.8% | +45.9% | -40.1% | +3.7% |
| YTD | -27.0% | +134.8% | -161.8% | -29.9% |
| 1Y | -31.0% | +104.6% | -135.6% | -33.4% |
| 3Y | +29.3% | +152.8% | -123.6% | +22.0% |
| All | +47.6% | -17.6% | +65.2% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling