-14.1%
BITO vs LDOS
+45.4%
-59.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.8% |
| 7D | -2.4% | -5.8% | +3.5% | -1.3% |
| 30D | -9.5% | +11.6% | -21.1% | -11.8% |
| 3M | +13.5% | -1.0% | +14.5% | +13.2% |
| 6M | -8.6% | +5.1% | -13.6% | -10.3% |
| YTD | -17.2% | -24.0% | +6.8% | -11.9% |
| 1Y | -30.5% | -30.3% | -0.2% | -24.3% |
| 3Y | +69.2% | +37.0% | +32.3% | +51.8% |
| 5Y | -14.1% | +53.4% | -67.5% | -22.7% |
| All | -14.1% | +45.4% | -59.4% | -22.1% |
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