+52.9%
LDOS vs BWA
+22.8%
+30.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.8% | +0.5% |
| 7D | -3.7% | -10.8% | +7.1% | -3.0% |
| 30D | +16.4% | -25.0% | +41.4% | +18.6% |
| 3M | +7.4% | -28.6% | +36.0% | +9.7% |
| 6M | -0.3% | -16.6% | +16.2% | +0.3% |
| YTD | -24.0% | +6.3% | -30.3% | -27.0% |
| 1Y | -29.6% | +7.2% | -36.7% | -32.4% |
| 3Y | +35.1% | +48.2% | -13.1% | +21.1% |
| 5Y | +52.9% | +23.4% | +29.5% | +40.2% |
| All | +52.9% | +22.8% | +30.1% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling