+252.0%
LDOS vs BG
+95.6%
+156.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +1.8% |
| 7D | -5.8% | +7.4% | -13.2% | -7.4% |
| 30D | +11.6% | -1.5% | +13.1% | +11.8% |
| 3M | -1.0% | -6.1% | +5.1% | 0.0% |
| 6M | +5.1% | -18.0% | +23.1% | +9.3% |
| YTD | -24.0% | +15.6% | -39.7% | -27.6% |
| 1Y | -30.3% | +9.6% | -39.8% | -32.7% |
| 3Y | +37.0% | +6.3% | +30.7% | +30.4% |
| 5Y | +53.4% | +24.6% | +28.8% | +36.0% |
| 10Y | +252.0% | +98.1% | +153.8% | +140.7% |
| All | +252.0% | +95.6% | +156.3% | +140.7% |
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