+32.8%
LDOS vs BNS
+141.7%
-108.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -7.2% | -2.2% | -5.0% | -7.0% |
| 30D | +16.8% | +5.1% | +11.7% | +16.3% |
| 3M | -1.6% | +4.7% | -6.3% | -2.0% |
| 6M | -1.0% | +19.0% | -20.0% | -3.4% |
| YTD | -25.8% | +28.2% | -53.9% | -28.4% |
| 1Y | -31.1% | +43.4% | -74.5% | -35.0% |
| 3Y | +32.8% | +143.1% | -110.3% | +13.3% |
| All | +32.8% | +141.7% | -108.9% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling