-39.9%
BTDR vs LDOS
+33.5%
-73.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.3% | +15.6% | +13.6% |
| 7D | -10.4% | -7.2% | -3.2% | -9.5% |
| 30D | -42.2% | +16.8% | -59.0% | -44.4% |
| 3M | -42.8% | -1.6% | -41.2% | -43.2% |
| 6M | -60.2% | -1.0% | -59.2% | -60.5% |
| YTD | -46.3% | -25.8% | -20.6% | -42.4% |
| 1Y | -71.7% | -31.1% | -40.6% | -68.8% |
| 3Y | +54.6% | +32.8% | +21.8% | +51.7% |
| 5Y | -39.5% | +49.4% | -88.9% | -41.9% |
| All | -39.9% | +33.5% | -73.3% | -41.8% |
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