+250.5%
LDOS vs BLDR
+568.9%
-318.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.5% |
| 7D | -7.2% | -3.7% | -3.6% | -6.7% |
| 30D | +16.8% | +16.8% | +0.1% | +13.3% |
| 3M | -1.6% | -13.7% | +12.2% | +0.5% |
| 6M | -1.0% | -21.9% | +20.9% | +2.2% |
| YTD | -25.8% | -39.2% | +13.4% | -20.4% |
| 1Y | -31.1% | -42.6% | +11.6% | -25.4% |
| 3Y | +32.8% | -50.2% | +83.0% | +41.3% |
| 5Y | +49.4% | -7.0% | +56.4% | +32.6% |
| All | +250.5% | +568.9% | -318.4% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling