+222.8%
LDOS vs BLDR
+473.7%
-250.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.4% |
| 7D | -3.5% | -8.2% | +4.8% | -2.0% |
| 30D | +9.5% | +16.3% | -6.7% | +6.3% |
| 3M | -6.3% | -17.0% | +10.7% | -3.6% |
| 6M | +2.8% | -17.4% | +20.2% | +5.0% |
| YTD | -26.6% | -41.6% | +14.9% | -20.8% |
| 1Y | -31.3% | -43.5% | +12.2% | -25.5% |
| 3Y | +30.9% | -51.6% | +82.6% | +40.0% |
| 5Y | +49.4% | -11.6% | +61.0% | +33.9% |
| All | +222.8% | +473.7% | -250.8% | +82.7% |
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