+52.9%
LDOS vs BUD
+50.9%
+2.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | -3.7% | +7.1% | -10.8% | -4.7% |
| 30D | +16.4% | +12.7% | +3.7% | +14.3% |
| 3M | +7.4% | 0.0% | +7.4% | +7.2% |
| 6M | -0.3% | +7.6% | -7.9% | -1.6% |
| YTD | -24.0% | +35.0% | -59.0% | -28.0% |
| 1Y | -29.6% | +37.6% | -67.1% | -33.5% |
| 3Y | +35.1% | +51.5% | -16.4% | +24.3% |
| 5Y | +52.9% | +50.2% | +2.7% | +33.1% |
| All | +52.9% | +50.9% | +2.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling