+491.3%
LDOS vs BG
+159.0%
+332.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.5% | +1.5% | -4.9% | -3.8% |
| 30D | +9.5% | -7.0% | +16.6% | +11.1% |
| 3M | -6.3% | -10.0% | +3.7% | -4.6% |
| 6M | +2.8% | -19.8% | +22.6% | +7.0% |
| YTD | -26.6% | +14.3% | -40.9% | -29.4% |
| 1Y | -31.3% | +6.5% | -37.8% | -32.9% |
| 3Y | +30.9% | +4.4% | +26.6% | +26.0% |
| 5Y | +49.4% | +20.2% | +29.2% | +37.1% |
| 10Y | +229.4% | +108.5% | +120.9% | +154.4% |
| All | +491.3% | +159.0% | +332.3% | +249.5% |
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