+49.4%
LDOS vs BG
+21.6%
+27.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.5% | +1.5% | -4.9% | -3.7% |
| 30D | +9.5% | -7.0% | +16.6% | +10.6% |
| 3M | -6.3% | -10.0% | +3.7% | -5.1% |
| 6M | +2.8% | -19.8% | +22.6% | +5.7% |
| YTD | -26.6% | +14.3% | -40.9% | -28.9% |
| 1Y | -31.3% | +6.5% | -37.8% | -32.6% |
| 3Y | +30.9% | +4.4% | +26.6% | +27.3% |
| 5Y | +49.4% | +20.2% | +29.2% | +33.0% |
| All | +49.4% | +21.6% | +27.7% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling