+48.5%
BTDR vs LDOS
+30.5%
+18.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.6% |
| 7D | -6.9% | -1.6% | -5.3% | -6.6% |
| 30D | -31.5% | +8.2% | -39.8% | -33.6% |
| 3M | -36.1% | -8.2% | -27.9% | -35.2% |
| 6M | -57.6% | +5.8% | -63.5% | -59.3% |
| YTD | -50.0% | -27.0% | -23.1% | -43.8% |
| 1Y | -49.6% | -31.0% | -18.6% | -41.4% |
| 3Y | +48.5% | +29.3% | +19.3% | +28.8% |
| All | +48.5% | +30.5% | +18.1% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling