+256.9%
LDOS vs BRKR
+155.3%
+101.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -3.1% | -8.7% | +5.5% | -1.4% |
| 30D | -8.2% | -9.9% | +1.6% | -6.5% |
| 3M | +5.9% | -3.1% | +9.0% | +4.1% |
| 6M | -25.2% | +45.5% | -70.7% | -34.4% |
| YTD | -28.1% | +13.7% | -41.8% | -33.3% |
| 1Y | -29.7% | +67.4% | -97.1% | -41.4% |
| 3Y | +39.0% | -13.2% | +52.2% | +31.1% |
| 5Y | +41.3% | -39.5% | +80.8% | +45.9% |
| All | +256.9% | +155.3% | +101.6% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling