+250.5%
LDOS vs BBWI
-43.7%
+294.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.9% |
| 7D | -7.2% | -6.2% | -1.0% | -6.5% |
| 30D | +16.8% | +19.9% | -3.1% | +14.3% |
| 3M | -1.6% | +7.1% | -8.7% | -2.7% |
| 6M | -1.0% | +13.7% | -14.6% | -3.2% |
| YTD | -25.8% | +9.6% | -35.4% | -27.6% |
| 1Y | -31.1% | -1.6% | -29.4% | -32.3% |
| 3Y | +32.8% | -25.9% | +58.7% | +31.1% |
| 5Y | +49.4% | -67.8% | +117.2% | +60.0% |
| All | +250.5% | -43.7% | +294.2% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling