+117.9%
BTSG vs LDOS
-27.6%
+145.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | +17.4% | -2.8% | +20.2% | +17.2% |
| 30D | +12.6% | +13.6% | -1.0% | +12.6% |
| 3M | +11.2% | +4.2% | +7.0% | +11.4% |
| 6M | +30.4% | -8.2% | +38.6% | +37.8% |
| YTD | +86.4% | -24.1% | +110.5% | +97.3% |
| 1Y | +117.9% | -31.2% | +149.1% | +142.7% |
| All | +117.9% | -27.6% | +145.5% | +142.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling