-33.9%
BTDR vs LDOS
+36.6%
-70.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.6% | +9.5% |
| 7D | +7.1% | -5.8% | +13.0% | +8.0% |
| 30D | -31.4% | +11.6% | -42.9% | -33.2% |
| 3M | -39.2% | -1.0% | -38.3% | -39.6% |
| 6M | -50.9% | +5.1% | -56.0% | -52.0% |
| YTD | -41.0% | -24.0% | -17.0% | -36.9% |
| 1Y | -69.9% | -30.3% | -39.7% | -66.9% |
| 3Y | +87.3% | +37.0% | +50.3% | +83.0% |
| 5Y | -33.6% | +53.4% | -87.0% | -36.5% |
| All | -33.9% | +36.6% | -70.5% | -36.3% |
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