+510.5%
BTSG vs LDOS
+22.5%
+488.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.2% |
| 7D | +0.4% | -7.2% | +7.6% | +1.2% |
| 30D | +5.3% | +16.8% | -11.6% | +2.6% |
| 3M | +10.8% | -1.6% | +12.4% | +10.8% |
| 6M | +27.3% | -1.0% | +28.3% | +28.1% |
| YTD | +79.3% | -25.8% | +105.1% | +92.4% |
| 1Y | +106.0% | -31.1% | +137.1% | +125.6% |
| All | +510.5% | +22.5% | +488.0% | +537.5% |
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