-31.3%
LDOS vs STLA
-64.2%
+32.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.9% |
| 7D | -3.5% | -13.1% | +9.6% | -3.1% |
| 30D | +9.5% | -13.3% | +22.8% | +10.0% |
| 3M | -6.3% | -27.9% | +21.6% | -5.7% |
| 6M | +2.8% | -47.8% | +50.6% | +2.3% |
| YTD | -26.6% | -64.6% | +37.9% | -26.6% |
| 1Y | -31.3% | -64.0% | +32.7% | -31.7% |
| All | -31.3% | -64.2% | +32.9% | -31.7% |
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