+252.0%
LDOS vs STLA
+21.0%
+231.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | -5.8% | -6.4% | +0.5% | -4.8% |
| 30D | +11.6% | -1.3% | +12.9% | +11.6% |
| 3M | -1.0% | -19.9% | +18.9% | +2.1% |
| 6M | +5.1% | -42.9% | +47.9% | +14.0% |
| YTD | -24.0% | -59.4% | +35.4% | -13.8% |
| 1Y | -30.3% | -56.8% | +26.6% | -21.9% |
| 3Y | +37.0% | -73.1% | +110.0% | +61.1% |
| 5Y | +53.4% | -70.1% | +123.4% | +71.7% |
| 10Y | +252.0% | +19.8% | +232.2% | +199.5% |
| All | +252.0% | +21.0% | +231.0% | +199.5% |
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