+249.4%
LDOS vs BNS
+183.7%
+65.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +1.9% | -1.1% | +3.0% | +2.2% |
| 30D | +12.8% | +4.7% | +8.1% | +10.5% |
| 3M | -1.0% | +5.5% | -6.5% | -3.7% |
| 6M | +6.2% | +21.7% | -15.5% | -3.3% |
| YTD | -23.2% | +29.5% | -52.7% | -32.3% |
| 1Y | -29.5% | +41.9% | -71.4% | -40.4% |
| 3Y | +37.1% | +148.5% | -111.4% | -12.4% |
| 5Y | +55.6% | +80.3% | -24.6% | +14.7% |
| 10Y | +249.4% | +184.7% | +64.7% | +103.9% |
| All | +249.4% | +183.7% | +65.7% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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