+32.6%
LDOS vs BR
+15.2%
+17.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -1.3% | +1.9% | -3.2% | -2.1% |
| 30D | +10.1% | +15.9% | -5.8% | +3.5% |
| 3M | -4.7% | +13.7% | -18.3% | -9.8% |
| 6M | +5.6% | +31.0% | -25.4% | -5.5% |
| YTD | -25.1% | -12.0% | -13.1% | -23.6% |
| 1Y | -31.7% | -11.5% | -20.2% | -30.5% |
| All | +32.6% | +15.2% | +17.4% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling