-0.3%
LDOS vs BB
+45.6%
-45.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | 0.0% |
| 7D | -3.7% | -8.9% | +5.2% | -3.8% |
| 30D | +16.4% | -12.6% | +29.0% | +16.0% |
| 3M | +7.4% | -4.1% | +11.5% | +7.1% |
| 6M | -0.3% | +49.5% | -49.8% | -10.0% |
| All | -0.3% | +45.6% | -45.9% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling