+517.6%
LDOS vs STLA
+263.8%
+253.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -5.4% | +2.6% | -8.0% | -5.8% |
| 30D | +4.9% | -1.2% | +6.1% | +5.0% |
| 3M | +7.2% | -24.8% | +31.9% | +11.1% |
| 6M | -24.2% | -25.6% | +1.3% | -21.7% |
| YTD | -25.8% | -48.9% | +23.1% | -19.9% |
| 1Y | -24.7% | -38.8% | +14.1% | -21.2% |
| 3Y | +39.3% | -64.5% | +103.8% | +53.7% |
| 5Y | +43.3% | -62.4% | +105.7% | +53.7% |
| 10Y | +278.6% | +55.4% | +223.2% | +222.6% |
| All | +517.6% | +263.8% | +253.8% | +391.4% |
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