+498.1%
LDOS vs BB
-79.1%
+577.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | -5.6% | +0.2% | -4.9% |
| 30D | +4.9% | -11.8% | +16.7% | +6.0% |
| 3M | +7.2% | -25.5% | +32.7% | +9.2% |
| 6M | -24.2% | +121.3% | -145.5% | -30.8% |
| YTD | -25.8% | +103.2% | -129.0% | -31.7% |
| 1Y | -24.7% | +102.6% | -127.3% | -30.9% |
| 3Y | +39.3% | +37.5% | +1.8% | +28.4% |
| 5Y | +43.3% | -30.4% | +73.8% | +37.9% |
| 10Y | +278.6% | 0.0% | +278.6% | +209.2% |
| All | +498.1% | -79.1% | +577.2% | +456.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling