+270.0%
LDOS vs BTG
+137.0%
+133.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -5.4% | -0.9% | -4.5% | -5.4% |
| 30D | +4.9% | +36.8% | -31.9% | +2.7% |
| 3M | +7.2% | +23.1% | -15.9% | +5.5% |
| 6M | -24.2% | +3.5% | -27.7% | -24.8% |
| YTD | -25.8% | +25.5% | -51.3% | -27.5% |
| 1Y | -24.7% | +40.1% | -64.8% | -27.2% |
| 3Y | +39.3% | +101.1% | -61.8% | +30.3% |
| 5Y | +43.3% | +70.6% | -27.3% | +34.2% |
| All | +270.0% | +137.0% | +133.0% | +238.4% |
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