+528.6%
BTSG vs LDOS
+25.3%
+503.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +2.7% |
| 7D | +4.4% | -5.8% | +10.2% | +5.1% |
| 30D | +8.5% | +11.6% | -3.1% | +6.6% |
| 3M | +10.8% | -1.0% | +11.8% | +10.8% |
| 6M | +26.1% | +5.1% | +21.1% | +25.4% |
| YTD | +84.6% | -24.0% | +108.7% | +97.5% |
| 1Y | +108.7% | -30.3% | +138.9% | +128.7% |
| All | +528.6% | +25.3% | +503.3% | +554.7% |
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 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