+498.1%
LDOS vs BG
+207.5%
+290.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -5.4% | +2.8% | -8.2% | -6.0% |
| 30D | +4.9% | +12.0% | -7.2% | +2.3% |
| 3M | +7.2% | -7.7% | +14.9% | +8.7% |
| 6M | -24.2% | +4.5% | -28.7% | -25.3% |
| YTD | -25.8% | +35.7% | -61.5% | -31.0% |
| 1Y | -24.7% | +50.1% | -74.8% | -31.7% |
| 3Y | +39.3% | +12.6% | +26.7% | +32.4% |
| 5Y | +43.3% | +75.4% | -32.1% | +21.3% |
| 10Y | +278.6% | +150.5% | +128.1% | +181.5% |
| All | +498.1% | +207.5% | +290.5% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling