+498.3%
LDOS vs BNS
+442.4%
+55.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -7.2% | -2.2% | -5.0% | -6.5% |
| 30D | +16.8% | +5.1% | +11.7% | +14.7% |
| 3M | -1.6% | +4.7% | -6.3% | -3.6% |
| 6M | -1.0% | +19.0% | -20.0% | -7.7% |
| YTD | -25.8% | +28.2% | -53.9% | -32.9% |
| 1Y | -31.1% | +43.4% | -74.5% | -40.2% |
| 3Y | +32.8% | +143.1% | -110.3% | -6.4% |
| 5Y | +49.4% | +77.3% | -27.9% | +17.1% |
| 10Y | +253.9% | +183.5% | +70.4% | +127.6% |
| All | +498.3% | +442.4% | +55.9% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling