-31.0%
LDOS vs BWA
+12.3%
-43.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.5% |
| 7D | -1.6% | +4.3% | -5.9% | -0.9% |
| 30D | +8.2% | -13.0% | +21.3% | +5.7% |
| 3M | -8.2% | -24.8% | +16.6% | -12.4% |
| 6M | +5.8% | -23.5% | +29.3% | +2.0% |
| YTD | -27.0% | +13.8% | -40.8% | -29.6% |
| 1Y | -31.0% | +13.4% | -44.4% | -33.4% |
| All | -31.0% | +12.3% | -43.2% | -33.4% |
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