+29.9%
LDOS vs BTG
+83.9%
-54.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.2% | -1.9% |
| 7D | -3.5% | -5.9% | +2.4% | -3.3% |
| 30D | +9.5% | -5.0% | +14.5% | +9.6% |
| 3M | -6.3% | -4.5% | -1.8% | -6.4% |
| 6M | +2.8% | -7.0% | +9.8% | +2.6% |
| YTD | -26.6% | +11.4% | -38.0% | -27.7% |
| 1Y | -31.3% | +20.1% | -51.4% | -32.5% |
| All | +29.9% | +83.9% | -54.1% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling