+49.4%
LDOS vs BR
+19.2%
+30.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -3.5% | -1.3% | -2.2% | -3.0% |
| 30D | +9.5% | +13.7% | -4.1% | +4.9% |
| 3M | -6.3% | +13.8% | -20.1% | -10.4% |
| 6M | +2.8% | +29.7% | -26.9% | -5.7% |
| YTD | -26.6% | -12.6% | -14.0% | -25.1% |
| 1Y | -31.3% | -12.4% | -18.9% | -29.9% |
| 3Y | +30.9% | +14.1% | +16.8% | +25.6% |
| 5Y | +49.4% | +18.7% | +30.7% | +41.2% |
| All | +49.4% | +19.2% | +30.2% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling