+222.8%
LDOS vs BWA
+94.6%
+128.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -3.5% | +7.3% | -10.7% | -4.7% |
| 30D | +9.5% | -15.8% | +25.3% | +12.8% |
| 3M | -6.3% | -25.7% | +19.4% | -1.5% |
| 6M | +2.8% | -19.6% | +22.4% | +5.9% |
| YTD | -26.6% | +14.1% | -40.7% | -31.3% |
| 1Y | -31.3% | +12.2% | -43.4% | -35.5% |
| 3Y | +30.9% | +63.8% | -32.9% | +9.8% |
| 5Y | +49.4% | +28.7% | +20.7% | +30.0% |
| All | +222.8% | +94.6% | +128.2% | +135.1% |
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 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