+512.4%
LDOS vs BBWI
+147.1%
+365.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.2% | +6.3% | +1.0% |
| 7D | -3.7% | -3.1% | -0.6% | -3.3% |
| 30D | +16.4% | +23.1% | -6.8% | +12.9% |
| 3M | +7.4% | +7.3% | +0.1% | +5.8% |
| 6M | -0.3% | +22.6% | -22.9% | -4.1% |
| YTD | -24.0% | +13.3% | -37.3% | -26.7% |
| 1Y | -29.6% | -2.6% | -27.0% | -31.1% |
| 3Y | +35.1% | -25.9% | +61.1% | +32.9% |
| 5Y | +52.9% | -66.7% | +119.6% | +64.6% |
| 10Y | +262.2% | -41.6% | +303.8% | +210.9% |
| All | +512.4% | +147.1% | +365.3% | +275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling