+236.4%
LDOS vs BG
+100.9%
+135.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -1.3% | +3.4% | -4.7% | -2.1% |
| 30D | +10.1% | -3.8% | +13.9% | +10.9% |
| 3M | -4.7% | -9.6% | +4.9% | -2.8% |
| 6M | +5.6% | -19.5% | +25.1% | +10.3% |
| YTD | -25.1% | +14.6% | -39.7% | -28.5% |
| 1Y | -31.7% | +6.6% | -38.3% | -33.7% |
| 3Y | +33.7% | +4.7% | +29.0% | +27.7% |
| 5Y | +54.4% | +22.1% | +32.3% | +37.5% |
| 10Y | +236.4% | +109.2% | +127.3% | +125.0% |
| All | +236.4% | +100.9% | +135.5% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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