-30.2%
LDOS vs BWA
+15.7%
-45.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.1% | +3.2% |
| 7D | -5.8% | -0.6% | -5.2% | -5.9% |
| 30D | +11.6% | -16.1% | +27.7% | +8.4% |
| 3M | -1.0% | -24.6% | +23.6% | -5.5% |
| 6M | +5.1% | -15.7% | +20.7% | +3.7% |
| YTD | -24.0% | +15.1% | -39.1% | -26.7% |
| All | -30.2% | +15.7% | -45.9% | -32.9% |
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