+252.0%
LDOS vs BWA
+101.5%
+150.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.1% | +1.4% |
| 7D | -5.8% | -0.6% | -5.2% | -5.8% |
| 30D | +11.6% | -16.1% | +27.7% | +14.9% |
| 3M | -1.0% | -24.6% | +23.6% | +3.8% |
| 6M | +5.1% | -15.7% | +20.7% | +7.2% |
| YTD | -24.0% | +15.1% | -39.1% | -29.0% |
| 1Y | -30.3% | +15.9% | -46.1% | -35.0% |
| 3Y | +37.0% | +67.1% | -30.1% | +14.4% |
| 5Y | +53.4% | +34.7% | +18.6% | +31.8% |
| 10Y | +252.0% | +99.5% | +152.4% | +161.8% |
| All | +252.0% | +101.5% | +150.5% | +161.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling