+49.4%
LDOS vs BWA
+30.6%
+18.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -3.5% | +7.3% | -10.7% | -3.9% |
| 30D | +9.5% | -15.8% | +25.3% | +10.7% |
| 3M | -6.3% | -25.7% | +19.4% | -4.5% |
| 6M | +2.8% | -19.6% | +22.4% | +4.0% |
| YTD | -26.6% | +14.1% | -40.7% | -29.8% |
| 1Y | -31.3% | +12.2% | -43.4% | -34.1% |
| 3Y | +30.9% | +63.8% | -32.9% | +16.2% |
| 5Y | +49.4% | +28.7% | +20.7% | +38.0% |
| All | +49.4% | +30.6% | +18.7% | +38.0% |
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