+25.2%
BTDR vs LDOS
+43.9%
-18.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +20.0% | -5.4% | +25.4% | +21.5% |
| 30D | +11.9% | +4.9% | +7.0% | +10.0% |
| 3M | -36.9% | +7.2% | -44.1% | -38.5% |
| 6M | +56.5% | -24.2% | +80.8% | +69.4% |
| YTD | +10.4% | -25.8% | +36.2% | +19.7% |
| 1Y | +3.1% | -24.7% | +27.8% | +11.7% |
| 3Y | -2.6% | +39.3% | -41.9% | -3.9% |
| All | +25.2% | +43.9% | -18.7% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling