+229.7%
LDOS vs ZBRA
+387.4%
-157.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.9% |
| 7D | -1.3% | -1.5% | +0.2% | -1.0% |
| 30D | +10.1% | -15.6% | +25.7% | +14.2% |
| 3M | -4.7% | -14.5% | +9.9% | -1.5% |
| 6M | +5.6% | +50.9% | -45.3% | -4.8% |
| YTD | -25.1% | +34.8% | -59.9% | -31.3% |
| 1Y | -31.7% | +28.3% | -60.0% | -36.6% |
| 3Y | +33.7% | +58.8% | -25.1% | +13.5% |
| 5Y | +54.4% | -44.0% | +98.4% | +67.0% |
| All | +229.7% | +387.4% | -157.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling