+493.4%
LDOS vs BUD
+213.5%
+279.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.2% |
| 7D | -2.8% | +3.3% | -6.1% | -3.7% |
| 30D | +13.6% | +11.8% | +1.8% | +10.0% |
| 3M | +4.2% | -1.1% | +5.3% | +4.4% |
| 6M | -8.2% | +14.9% | -23.1% | -12.4% |
| YTD | -24.1% | +32.6% | -56.7% | -30.9% |
| 1Y | -31.2% | +37.2% | -68.4% | -38.1% |
| 3Y | +35.0% | +48.8% | -13.8% | +16.4% |
| 5Y | +52.6% | +50.7% | +1.9% | +28.3% |
| 10Y | +261.9% | -8.9% | +270.8% | +238.0% |
| All | +493.4% | +213.5% | +279.8% | +251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling