-29.8%
LDOS vs Z
-60.1%
+30.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.8% |
| 7D | -1.3% | -13.1% | +11.7% | +1.5% |
| 30D | +10.1% | +5.9% | +4.3% | +8.1% |
| 3M | -4.7% | -13.7% | +9.0% | -2.7% |
| 6M | +5.6% | -27.1% | +32.7% | +11.6% |
| YTD | -25.1% | -56.8% | +31.7% | -10.2% |
| All | -29.8% | -60.1% | +30.3% | -15.0% |
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 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