+32.8%
LDOS vs BWA
+51.7%
-18.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.3% |
| 7D | -7.2% | -5.5% | -1.7% | -7.2% |
| 30D | +16.8% | -21.7% | +38.6% | +16.7% |
| 3M | -1.6% | -25.6% | +24.0% | -1.7% |
| 6M | -1.0% | -17.4% | +16.5% | -1.1% |
| YTD | -25.8% | +9.2% | -35.0% | -28.6% |
| 1Y | -31.1% | +9.7% | -40.8% | -33.8% |
| 3Y | +32.8% | +54.6% | -21.8% | +19.4% |
| All | +32.8% | +51.7% | -18.9% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling