-9.4%
BITO vs LDOS
+36.8%
-46.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.1% | -4.2% | +5.3% | +2.0% |
| 30D | +21.8% | -7.9% | +29.6% | +23.8% |
| 3M | +25.0% | +4.1% | +20.9% | +23.0% |
| 6M | +11.3% | -28.2% | +39.5% | +20.6% |
| YTD | -12.7% | -28.5% | +15.8% | -5.6% |
| 1Y | -32.3% | -27.7% | -4.6% | -27.0% |
| 3Y | +150.3% | +38.4% | +111.9% | +123.4% |
| All | -9.4% | +36.8% | -46.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling