+45.2%
LDOS vs Z
-64.8%
+110.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -5.4% | -3.0% | -2.4% | -5.2% |
| 30D | +4.9% | -4.2% | +9.1% | +5.1% |
| 3M | +7.2% | -3.7% | +10.9% | +7.3% |
| 6M | -24.2% | -24.5% | +0.3% | -22.7% |
| YTD | -25.8% | -49.3% | +23.5% | -21.9% |
| 1Y | -24.7% | -58.7% | +34.0% | -19.8% |
| 3Y | +39.3% | -34.1% | +73.4% | +42.9% |
| All | +45.2% | -64.8% | +110.0% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling