+426.3%
LDOS vs BTG
+375.3%
+51.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.4% |
| 7D | -7.2% | +17.4% | -24.6% | -7.5% |
| 30D | +16.8% | +8.0% | +8.8% | +16.6% |
| 3M | -1.6% | +32.5% | -34.1% | -2.3% |
| 6M | -1.0% | +21.6% | -22.6% | -1.6% |
| YTD | -25.8% | +21.2% | -47.0% | -26.4% |
| 1Y | -31.1% | +43.9% | -75.0% | -31.9% |
| 3Y | +32.8% | +78.6% | -45.8% | +30.1% |
| 5Y | +49.4% | +48.8% | +0.6% | +46.4% |
| 10Y | +253.9% | +136.8% | +117.0% | +244.0% |
| All | +426.3% | +375.3% | +51.0% | +417.7% |
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 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