-31.1%
LDOS vs STLA
-56.7%
+25.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -7.2% | -4.5% | -2.7% | -7.1% |
| 30D | +16.8% | -3.9% | +20.8% | +17.0% |
| 3M | -1.6% | -20.2% | +18.6% | -1.3% |
| 6M | -1.0% | -42.2% | +41.2% | -1.9% |
| YTD | -25.8% | -59.3% | +33.6% | -25.7% |
| 1Y | -31.1% | -56.1% | +25.0% | -32.8% |
| All | -31.1% | -56.7% | +25.6% | -32.8% |
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