+270.0%
LDOS vs BR
+191.0%
+78.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +2.0% |
| 7D | -5.4% | -5.3% | -0.1% | -3.2% |
| 30D | +4.9% | +6.4% | -1.6% | +1.9% |
| 3M | +7.2% | +13.6% | -6.5% | +1.3% |
| 6M | -24.2% | -6.7% | -17.5% | -22.5% |
| YTD | -25.8% | -21.1% | -4.7% | -18.8% |
| 1Y | -24.7% | -29.6% | +4.8% | -13.6% |
| 3Y | +39.3% | -2.4% | +41.7% | +37.3% |
| 5Y | +43.3% | +11.2% | +32.1% | +29.9% |
| All | +270.0% | +191.0% | +78.9% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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