+32.6%
LDOS vs BG
+5.0%
+27.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -1.3% | +3.4% | -4.7% | -1.5% |
| 30D | +10.1% | -3.8% | +13.9% | +10.3% |
| 3M | -4.7% | -9.6% | +4.9% | -4.2% |
| 6M | +5.6% | -19.5% | +25.1% | +6.7% |
| YTD | -25.1% | +14.6% | -39.7% | -25.9% |
| 1Y | -31.7% | +6.6% | -38.3% | -32.2% |
| All | +32.6% | +5.0% | +27.6% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling