+236.4%
LDOS vs BTG
+160.5%
+75.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.3% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | +10.1% | -1.1% | +11.3% | +10.0% |
| 3M | -4.7% | +2.5% | -7.2% | -5.1% |
| 6M | +5.6% | -3.1% | +8.6% | +5.2% |
| YTD | -25.1% | +16.3% | -41.4% | -26.6% |
| 1Y | -31.7% | +27.6% | -59.3% | -33.5% |
| 3Y | +33.7% | +89.5% | -55.8% | +25.4% |
| 5Y | +54.4% | +33.6% | +20.8% | +46.5% |
| 10Y | +236.4% | +178.2% | +58.2% | +206.5% |
| All | +236.4% | +160.5% | +75.9% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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