-12.9%
BITO vs LDOS
+42.1%
-55.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | -1.5% | -7.2% | +5.7% | -0.1% |
| 30D | -9.5% | +16.8% | -26.4% | -12.7% |
| 3M | +16.2% | -1.6% | +17.7% | +16.0% |
| 6M | -9.0% | -1.0% | -8.0% | -9.4% |
| YTD | -16.2% | -25.8% | +9.6% | -10.3% |
| 1Y | -27.6% | -31.1% | +3.5% | -21.0% |
| 3Y | +78.6% | +32.8% | +45.8% | +61.3% |
| 5Y | -4.0% | +49.4% | -53.4% | -13.2% |
| All | -12.9% | +42.1% | -55.0% | -20.7% |
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