-31.1%
LDOS vs Z
-59.5%
+28.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.8% |
| 7D | -7.2% | -4.6% | -2.6% | -6.5% |
| 30D | +16.8% | +8.3% | +8.5% | +14.1% |
| 3M | -1.6% | -11.6% | +10.0% | 0.0% |
| 6M | -1.0% | -33.6% | +32.7% | +7.5% |
| YTD | -25.8% | -56.7% | +30.9% | -10.3% |
| 1Y | -31.1% | -59.1% | +28.0% | -15.8% |
| All | -31.1% | -59.5% | +28.4% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling