+250.5%
LDOS vs Z
-14.9%
+265.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.0% |
| 7D | -7.2% | -4.6% | -2.6% | -6.8% |
| 30D | +16.8% | +8.3% | +8.5% | +15.4% |
| 3M | -1.6% | -11.6% | +10.0% | -0.5% |
| 6M | -1.0% | -33.6% | +32.7% | +3.4% |
| YTD | -25.8% | -56.7% | +30.9% | -18.6% |
| 1Y | -31.1% | -59.1% | +28.0% | -24.0% |
| 3Y | +32.8% | -20.4% | +53.2% | +31.8% |
| 5Y | +49.4% | -55.3% | +104.6% | +54.2% |
| All | +250.5% | -14.9% | +265.5% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling