+496.7%
LDOS vs BR
+1,321.0%
-824.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.8% |
| 7D | -5.4% | -5.3% | -0.1% | -3.5% |
| 30D | +4.9% | +6.4% | -1.6% | +2.3% |
| 3M | +7.2% | +13.6% | -6.5% | +2.1% |
| 6M | -24.2% | -6.7% | -17.5% | -22.7% |
| YTD | -25.8% | -21.1% | -4.7% | -19.7% |
| 1Y | -24.7% | -29.6% | +4.8% | -15.1% |
| 3Y | +39.3% | -2.4% | +41.7% | +38.0% |
| 5Y | +43.3% | +11.2% | +32.1% | +32.4% |
| 10Y | +278.6% | +191.8% | +86.8% | +144.1% |
| All | +496.7% | +1,321.0% | -824.3% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling