+222.8%
LDOS vs Z
-19.3%
+242.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.8% |
| 7D | -3.5% | -4.9% | +1.5% | -2.9% |
| 30D | +9.5% | +3.0% | +6.6% | +8.9% |
| 3M | -6.3% | -13.4% | +7.1% | -5.1% |
| 6M | +2.8% | -27.3% | +30.1% | +6.2% |
| YTD | -26.6% | -57.8% | +31.1% | -19.4% |
| 1Y | -31.3% | -60.0% | +28.7% | -24.0% |
| 3Y | +30.9% | -21.5% | +52.5% | +30.2% |
| 5Y | +49.4% | -55.0% | +104.3% | +53.9% |
| All | +222.8% | -19.3% | +242.1% | +156.9% |
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