+512.4%
LDOS vs BB
-77.3%
+589.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +0.5% |
| 7D | -3.7% | -8.9% | +5.2% | -3.0% |
| 30D | +16.4% | -12.6% | +29.0% | +17.4% |
| 3M | +7.4% | -4.1% | +11.5% | +7.2% |
| 6M | -0.3% | +49.5% | -49.8% | -5.6% |
| YTD | -24.0% | +120.8% | -144.9% | -30.9% |
| 1Y | -29.6% | +76.2% | -105.8% | -34.7% |
| 3Y | +35.1% | +123.8% | -88.7% | +18.6% |
| 5Y | +52.9% | -24.3% | +77.2% | +45.8% |
| 10Y | +262.2% | +20.1% | +242.1% | +189.2% |
| All | +512.4% | -77.3% | +589.7% | +463.2% |
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