+52.9%
LDOS vs BBWI
-67.6%
+120.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.2% | +6.3% | +0.6% |
| 7D | -3.7% | -3.1% | -0.6% | -3.5% |
| 30D | +16.4% | +23.1% | -6.8% | +14.5% |
| 3M | +7.4% | +7.3% | +0.1% | +6.5% |
| 6M | -0.3% | +22.6% | -22.9% | -2.4% |
| YTD | -24.0% | +13.3% | -37.3% | -25.4% |
| 1Y | -29.6% | -2.6% | -27.0% | -30.3% |
| 3Y | +35.1% | -25.9% | +61.1% | +33.9% |
| 5Y | +52.9% | -66.7% | +119.6% | +49.5% |
| All | +52.9% | -67.6% | +120.5% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling