+476.0%
LDOS vs BRKR
+620.1%
-144.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | +0.3% |
| 7D | -4.2% | -7.8% | +3.6% | -2.9% |
| 30D | -7.9% | -3.4% | -4.5% | -7.5% |
| 3M | +4.1% | -4.8% | +8.9% | +3.3% |
| 6M | -28.2% | +46.7% | -74.9% | -34.8% |
| YTD | -28.5% | +15.8% | -44.4% | -32.5% |
| 1Y | -27.7% | +75.4% | -103.1% | -37.1% |
| 3Y | +38.4% | -10.3% | +48.7% | +31.9% |
| 5Y | +38.0% | -38.8% | +76.7% | +38.5% |
| 10Y | +262.1% | +158.2% | +103.8% | +177.6% |
| All | +476.0% | +620.1% | -144.2% | +271.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling