+438.5%
LDOS vs BTG
+400.0%
+38.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +2.2% |
| 7D | -5.8% | +19.1% | -24.9% | -6.2% |
| 30D | +11.6% | +8.2% | +3.4% | +11.3% |
| 3M | -1.0% | +13.3% | -14.3% | -1.4% |
| 6M | +5.1% | +8.1% | -3.0% | +4.7% |
| YTD | -24.0% | +27.5% | -51.6% | -24.8% |
| 1Y | -30.3% | +47.1% | -77.4% | -31.2% |
| 3Y | +37.0% | +105.8% | -68.8% | +33.7% |
| 5Y | +53.4% | +55.8% | -2.5% | +50.1% |
| 10Y | +252.0% | +161.8% | +90.2% | +241.7% |
| All | +438.5% | +400.0% | +38.6% | +429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling