+47.6%
LDOS vs BTG
+30.0%
+17.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -1.6% | -9.1% | +7.5% | -1.2% |
| 30D | +8.2% | -1.6% | +9.8% | +8.2% |
| 3M | -8.2% | -2.8% | -5.4% | -8.3% |
| 6M | +5.8% | -7.6% | +13.4% | +5.7% |
| YTD | -27.0% | +10.2% | -37.2% | -28.3% |
| 1Y | -31.0% | +21.3% | -52.2% | -32.7% |
| 3Y | +29.3% | +82.7% | -53.4% | +20.8% |
| All | +47.6% | +30.0% | +17.7% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling