+35.9%
LDOS vs Z
-19.1%
+55.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.6% | +10.7% | +1.5% |
| 7D | -3.7% | -2.3% | -1.4% | -3.5% |
| 30D | +16.4% | +9.4% | +7.0% | +14.8% |
| 3M | +7.4% | -16.1% | +23.5% | +9.1% |
| 6M | -0.3% | -30.4% | +30.1% | +3.1% |
| YTD | -24.0% | -55.6% | +31.6% | -18.1% |
| 1Y | -29.6% | -58.5% | +29.0% | -23.7% |
| All | +35.9% | -19.1% | +55.0% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling