+3.2%
LDOS vs BIYA
-99.9%
+103.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.6% | +7.7% | +0.1% |
| 7D | -3.7% | -10.6% | +6.9% | -3.6% |
| 30D | +16.4% | -19.4% | +35.8% | +16.3% |
| 3M | +7.4% | -61.5% | +68.9% | +8.0% |
| 6M | -0.3% | -91.5% | +91.2% | -0.6% |
| YTD | -24.0% | -97.2% | +73.1% | -24.0% |
| 1Y | -29.6% | -98.4% | +68.8% | -29.5% |
| All | +3.2% | -99.9% | +103.0% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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