+498.1%
LDOS vs BWA
+537.9%
-39.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | 0.0% |
| 7D | -5.4% | +5.7% | -11.1% | -6.5% |
| 30D | +4.9% | +1.4% | +3.5% | +4.4% |
| 3M | +7.2% | -12.1% | +19.3% | +9.6% |
| 6M | -24.2% | +28.6% | -52.8% | -29.0% |
| YTD | -25.8% | +51.1% | -76.9% | -34.0% |
| 1Y | -24.7% | +55.9% | -80.6% | -33.6% |
| 3Y | +39.3% | +70.1% | -30.8% | +17.9% |
| 5Y | +43.3% | +90.7% | -47.4% | +15.4% |
| 10Y | +278.6% | +154.0% | +124.6% | +168.8% |
| All | +498.1% | +537.9% | -39.8% | +239.9% |
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 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