+41.3%
LDOS vs BBWI
-43.7%
+85.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.3% |
| 7D | -5.4% | +1.5% | -6.9% | -5.5% |
| 30D | +4.9% | -5.2% | +10.1% | +5.2% |
| 3M | +7.2% | +11.1% | -3.9% | +6.1% |
| 6M | -24.2% | -13.4% | -10.9% | -23.8% |
| YTD | -25.8% | +0.1% | -25.9% | -26.3% |
| 1Y | -24.7% | -36.1% | +11.4% | -22.9% |
| All | +41.3% | -43.7% | +85.0% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling