+559.0%
BTSG vs LDOS
+26.7%
+532.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.7% |
| 7D | +3.8% | +1.9% | +1.9% | +3.5% |
| 30D | +13.7% | +12.8% | +0.9% | +11.6% |
| 3M | +18.0% | -1.0% | +19.0% | +18.0% |
| 6M | +32.2% | +6.2% | +26.0% | +31.3% |
| YTD | +93.6% | -23.2% | +116.8% | +106.8% |
| 1Y | +115.9% | -29.5% | +145.4% | +136.3% |
| All | +559.0% | +26.7% | +532.3% | +585.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling