+252.0%
LDOS vs Z
-11.7%
+263.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +1.8% |
| 7D | -5.8% | -5.2% | -0.7% | -5.3% |
| 30D | +11.6% | +5.7% | +5.8% | +10.5% |
| 3M | -1.0% | -8.7% | +7.8% | -0.3% |
| 6M | +5.1% | -26.0% | +31.0% | +8.3% |
| YTD | -24.0% | -55.0% | +31.0% | -17.2% |
| 1Y | -30.3% | -58.0% | +27.7% | -23.4% |
| 3Y | +37.0% | -15.2% | +52.1% | +34.9% |
| 5Y | +53.4% | -53.8% | +107.2% | +57.7% |
| 10Y | +252.0% | -14.5% | +266.5% | +181.1% |
| All | +252.0% | -11.7% | +263.6% | +181.1% |
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