+39.8%
LDOS vs BRKR
-11.6%
+51.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -2.1% | -9.8% | +7.7% | -1.6% |
| 30D | -8.0% | -6.1% | -2.0% | -7.8% |
| 3M | +6.8% | -2.4% | +9.2% | +5.7% |
| 6M | -24.5% | +46.7% | -71.1% | -29.4% |
| YTD | -27.8% | +14.0% | -41.7% | -30.2% |
| 1Y | -27.4% | +76.5% | -104.0% | -34.0% |
| All | +39.8% | -11.6% | +51.3% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling