+47.6%
LDOS vs BR
+19.3%
+28.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | -7.2% | +6.5% | -13.7% | -9.1% |
| 30D | +16.8% | +18.9% | -2.1% | +10.3% |
| 3M | -1.6% | +16.3% | -17.9% | -6.6% |
| 6M | -1.0% | +26.2% | -27.2% | -8.4% |
| YTD | -25.8% | -13.1% | -12.7% | -24.1% |
| 1Y | -31.1% | -10.5% | -20.6% | -30.1% |
| 3Y | +32.8% | +13.3% | +19.5% | +27.7% |
| All | +47.6% | +19.3% | +28.3% | +38.8% |
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