+244.8%
LDOS vs BBWI
-45.1%
+290.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.9% | -4.2% | +6.1% | +2.4% |
| 30D | +12.8% | +24.9% | -12.1% | +9.9% |
| 3M | -1.0% | +13.2% | -14.2% | -2.7% |
| 6M | +6.2% | +12.1% | -5.9% | +4.0% |
| YTD | -23.2% | +11.1% | -34.3% | -25.2% |
| 1Y | -29.5% | +0.7% | -30.2% | -30.9% |
| 3Y | +37.1% | -23.8% | +60.8% | +34.8% |
| 5Y | +55.6% | -66.9% | +122.6% | +66.0% |
| All | +244.8% | -45.1% | +290.0% | +187.2% |
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