+260.0%
LDOS vs BNS
+177.9%
+82.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.4% |
| 7D | -7.1% | +1.8% | -9.0% | -7.9% |
| 30D | -6.1% | +4.5% | -10.5% | -8.1% |
| 3M | +5.6% | +15.8% | -10.2% | -1.5% |
| 6M | -26.9% | +31.5% | -58.4% | -35.7% |
| YTD | -27.9% | +28.6% | -56.5% | -36.2% |
| 1Y | -26.8% | +48.2% | -75.0% | -39.3% |
| 3Y | +39.6% | +130.8% | -91.2% | -7.6% |
| 5Y | +39.4% | +94.9% | -55.5% | -1.6% |
| 10Y | +260.0% | +179.6% | +80.4% | +102.7% |
| All | +260.0% | +177.9% | +82.0% | +102.7% |
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