-7.4%
BITO vs LDOS
+42.0%
-49.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +2.9% | -5.4% | +8.3% | +4.1% |
| 30D | +22.6% | +4.9% | +17.7% | +20.9% |
| 3M | +24.7% | +7.2% | +17.5% | +21.9% |
| 6M | +7.5% | -24.2% | +31.7% | +14.9% |
| YTD | -10.8% | -25.8% | +15.0% | -4.3% |
| 1Y | -29.9% | -24.7% | -5.2% | -25.1% |
| 3Y | +158.9% | +39.3% | +119.6% | +131.3% |
| All | -7.4% | +42.0% | -49.4% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling