+258.8%
LDOS vs STLA
+18.6%
+240.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.8% |
| 7D | -3.7% | -5.5% | +1.8% | -2.8% |
| 30D | +16.4% | -3.7% | +20.1% | +16.8% |
| 3M | +7.4% | -21.1% | +28.5% | +11.0% |
| 6M | -0.3% | -38.3% | +38.0% | +6.8% |
| YTD | -24.0% | -59.2% | +35.2% | -13.9% |
| 1Y | -29.6% | -56.7% | +27.1% | -21.2% |
| 3Y | +35.1% | -74.3% | +109.4% | +60.6% |
| 5Y | +52.9% | -70.2% | +123.1% | +71.4% |
| All | +258.8% | +18.6% | +240.2% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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