+560.2%
BTSG vs LDOS
+23.6%
+536.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +4.0% | -1.3% | +5.4% | +4.2% |
| 30D | +15.3% | +10.1% | +5.1% | +13.4% |
| 3M | +25.4% | -4.7% | +30.1% | +26.2% |
| 6M | +31.9% | +5.6% | +26.3% | +30.7% |
| YTD | +93.9% | -25.1% | +119.0% | +107.8% |
| 1Y | +114.2% | -31.7% | +145.8% | +135.5% |
| All | +560.2% | +23.6% | +536.6% | +588.7% |
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