+252.0%
LDOS vs BR
+266.7%
-14.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.9% |
| 7D | -5.8% | +4.4% | -10.2% | -7.6% |
| 30D | +11.6% | +16.3% | -4.7% | +4.3% |
| 3M | -1.0% | +16.2% | -17.2% | -7.5% |
| 6M | +5.1% | +30.3% | -25.3% | -6.7% |
| YTD | -24.0% | -12.2% | -11.8% | -20.7% |
| 1Y | -30.3% | -11.3% | -19.0% | -27.6% |
| 3Y | +37.0% | +15.2% | +21.7% | +25.4% |
| 5Y | +53.4% | +18.0% | +35.3% | +36.1% |
| 10Y | +252.0% | +268.7% | -16.7% | +81.6% |
| All | +252.0% | +266.7% | -14.7% | +81.6% |
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