+498.1%
LDOS vs BLDR
+338.2%
+159.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.3% |
| 7D | -5.4% | -2.8% | -2.6% | -5.2% |
| 30D | +4.9% | -13.3% | +18.2% | +6.3% |
| 3M | +7.2% | -12.3% | +19.4% | +8.2% |
| 6M | -24.2% | -31.5% | +7.2% | -21.8% |
| YTD | -25.8% | -36.1% | +10.3% | -23.0% |
| 1Y | -24.7% | -54.1% | +29.4% | -19.4% |
| 3Y | +39.3% | -55.8% | +95.0% | +46.9% |
| 5Y | +43.3% | +20.7% | +22.6% | +34.1% |
| 10Y | +278.6% | +390.2% | -111.7% | +199.4% |
| All | +498.1% | +338.2% | +159.8% | +357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling