+452.1%
BTSG vs LDOS
+22.4%
+429.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +2.7% | -5.4% | +8.1% | +3.7% |
| 30D | -3.6% | +4.9% | -8.5% | -4.6% |
| 3M | +5.8% | +7.2% | -1.4% | +4.7% |
| 6M | +44.7% | -24.2% | +69.0% | +56.2% |
| YTD | +62.2% | -25.8% | +88.0% | +74.3% |
| 1Y | +152.1% | -24.7% | +176.8% | +169.2% |
| All | +452.1% | +22.4% | +429.7% | +477.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling