-31.0%
LDOS vs STLA
-64.5%
+33.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -1.6% | -13.8% | +12.1% | -1.2% |
| 30D | +8.2% | -10.5% | +18.8% | +8.7% |
| 3M | -8.2% | -28.9% | +20.7% | -7.5% |
| 6M | +5.8% | -49.7% | +55.6% | +5.1% |
| YTD | -27.0% | -64.9% | +37.9% | -26.9% |
| 1Y | -31.0% | -64.0% | +33.0% | -31.5% |
| All | -31.0% | -64.5% | +33.5% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling