+52.9%
LDOS vs STLA
-70.3%
+123.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.5% |
| 7D | -3.7% | -5.5% | +1.8% | -3.2% |
| 30D | +16.4% | -3.7% | +20.1% | +16.7% |
| 3M | +7.4% | -21.1% | +28.5% | +9.3% |
| 6M | -0.3% | -38.3% | +38.0% | +3.3% |
| YTD | -24.0% | -59.2% | +35.2% | -18.8% |
| 1Y | -29.6% | -56.7% | +27.1% | -25.3% |
| 3Y | +35.1% | -74.3% | +109.4% | +46.0% |
| 5Y | +52.9% | -70.2% | +123.1% | +56.0% |
| All | +52.9% | -70.3% | +123.2% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling