+547.4%
BTSG vs LDOS
+20.5%
+526.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +6.0% | -1.6% | +7.7% | +6.3% |
| 30D | +12.4% | +8.2% | +4.2% | +10.9% |
| 3M | +18.2% | -8.2% | +26.4% | +19.6% |
| 6M | +26.0% | +5.8% | +20.2% | +24.5% |
| YTD | +90.1% | -27.0% | +117.1% | +104.4% |
| 1Y | +124.3% | -31.0% | +155.3% | +145.0% |
| All | +547.4% | +20.5% | +526.9% | +577.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling