+442.7%
LDOS vs Z
+22.6%
+420.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.7% | -0.5% |
| 7D | -2.8% | +10.2% | -13.0% | -4.1% |
| 30D | +13.6% | +23.7% | -10.1% | +10.3% |
| 3M | +4.2% | -6.6% | +10.8% | +4.6% |
| 6M | -8.2% | -23.0% | +14.8% | -5.7% |
| YTD | -24.1% | -50.3% | +26.2% | -18.0% |
| 1Y | -31.2% | -53.6% | +22.4% | -25.1% |
| 3Y | +35.0% | -10.1% | +45.0% | +31.9% |
| 5Y | +52.6% | -49.8% | +102.4% | +55.3% |
| 10Y | +261.9% | -1.6% | +263.5% | +184.6% |
| All | +442.7% | +22.6% | +420.1% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling