+236.4%
LDOS vs BBWI
-45.0%
+281.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -1.3% | -7.7% | +6.4% | -0.4% |
| 30D | +10.1% | +24.8% | -14.6% | +7.3% |
| 3M | -4.7% | +16.2% | -20.9% | -6.6% |
| 6M | +5.6% | +15.8% | -10.2% | +3.0% |
| YTD | -25.1% | +11.4% | -36.5% | -27.1% |
| 1Y | -31.7% | +3.2% | -34.9% | -33.3% |
| 3Y | +33.7% | -23.5% | +57.2% | +31.5% |
| 5Y | +54.4% | -67.4% | +121.8% | +65.1% |
| 10Y | +236.4% | -46.0% | +282.4% | +180.1% |
| All | +236.4% | -45.0% | +281.4% | +180.1% |
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