+511.9%
LDOS vs BWA
+376.0%
+135.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.2% |
| 7D | -2.8% | -9.9% | +7.1% | -0.8% |
| 30D | +13.6% | -16.4% | +29.9% | +17.6% |
| 3M | +4.2% | -19.8% | +24.1% | +8.5% |
| 6M | -8.2% | -10.0% | +1.8% | -7.4% |
| YTD | -24.1% | +12.7% | -36.8% | -28.5% |
| 1Y | -31.2% | +15.7% | -46.9% | -35.6% |
| 3Y | +35.0% | +57.1% | -22.1% | +15.6% |
| 5Y | +52.6% | +31.8% | +20.8% | +32.8% |
| 10Y | +261.9% | +95.1% | +166.7% | +170.6% |
| All | +511.9% | +376.0% | +135.9% | +268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling