+531.9%
LDOS vs STLA
+204.3%
+327.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.2% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | +13.6% | +3.6% | +10.0% | +12.9% |
| 3M | +4.2% | -20.6% | +24.9% | +7.1% |
| 6M | -8.2% | -34.3% | +26.1% | -3.5% |
| YTD | -24.1% | -57.3% | +33.2% | -16.3% |
| 1Y | -31.2% | -52.6% | +21.4% | -25.4% |
| 3Y | +35.0% | -73.1% | +108.1% | +54.6% |
| 5Y | +52.6% | -68.7% | +121.4% | +67.5% |
| 10Y | +261.9% | +29.2% | +232.7% | +215.5% |
| All | +531.9% | +204.3% | +327.6% | +413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling