+498.1%
LDOS vs BBWI
+118.3%
+379.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.1% |
| 7D | -5.4% | +1.5% | -6.9% | -5.6% |
| 30D | +4.9% | -5.2% | +10.1% | +5.5% |
| 3M | +7.2% | +11.1% | -3.9% | +5.1% |
| 6M | -24.2% | -13.4% | -10.9% | -23.6% |
| YTD | -25.8% | +0.1% | -25.9% | -26.9% |
| 1Y | -24.7% | -36.1% | +11.4% | -21.6% |
| 3Y | +39.3% | -44.1% | +83.4% | +43.1% |
| 5Y | +43.3% | -66.2% | +109.6% | +53.7% |
| 10Y | +278.6% | -54.8% | +333.3% | +240.0% |
| All | +498.1% | +118.3% | +379.7% | +274.6% |
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