+84.0%
LDOS vs BBIO
+144.5%
-60.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -5.4% | -2.3% | -3.1% | -5.3% |
| 30D | +4.9% | -8.7% | +13.6% | +5.4% |
| 3M | +7.2% | +11.2% | -4.0% | +6.5% |
| 6M | -24.2% | +12.5% | -36.7% | -24.9% |
| YTD | -25.8% | -2.2% | -23.6% | -26.0% |
| 1Y | -24.7% | +44.4% | -69.1% | -26.6% |
| 3Y | +39.3% | +144.7% | -105.5% | +30.3% |
| 5Y | +43.3% | +45.0% | -1.7% | +29.2% |
| All | +84.0% | +144.5% | -60.5% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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