-31.2%
LDOS vs BWA
+17.4%
-48.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.3% |
| 7D | -2.8% | -9.9% | +7.1% | -4.6% |
| 30D | +13.6% | -16.4% | +29.9% | +10.2% |
| 3M | +4.2% | -19.8% | +24.1% | +0.7% |
| 6M | -8.2% | -10.0% | +1.8% | -7.8% |
| YTD | -24.1% | +12.7% | -36.8% | -26.6% |
| 1Y | -31.2% | +15.7% | -46.9% | -34.1% |
| All | -31.2% | +17.4% | -48.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling