+568.3%
BTI vs LDOS
+495.0%
+73.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.9% |
| 7D | -1.0% | -7.2% | +6.2% | +0.7% |
| 30D | +13.0% | +16.8% | -3.9% | +8.8% |
| 3M | +3.7% | -1.6% | +5.3% | +3.8% |
| 6M | +3.7% | -1.0% | +4.6% | +3.1% |
| YTD | +10.6% | -25.8% | +36.4% | +17.1% |
| 1Y | +17.1% | -31.1% | +48.2% | +26.3% |
| 3Y | +140.2% | +32.8% | +107.4% | +112.8% |
| 5Y | +152.2% | +49.4% | +102.8% | +112.8% |
| 10Y | +111.9% | +253.9% | -142.0% | +39.0% |
| All | +568.3% | +495.0% | +73.3% | +258.7% |
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