-24.2%
LDOS vs BR
-5.2%
-19.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +2.1% |
| 7D | -5.4% | -5.3% | -0.1% | -3.0% |
| 30D | +4.9% | +6.4% | -1.6% | +1.2% |
| 3M | +7.2% | +13.6% | -6.5% | -0.4% |
| 6M | -24.2% | -6.7% | -17.5% | -28.8% |
| All | -24.2% | -5.2% | -19.1% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling