+32.6%
LDOS vs ZBRA
+60.2%
-27.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.8% |
| 7D | -1.3% | -1.5% | +0.2% | -1.1% |
| 30D | +10.1% | -15.6% | +25.7% | +13.2% |
| 3M | -4.7% | -14.5% | +9.9% | -2.3% |
| 6M | +5.6% | +50.9% | -45.3% | -1.5% |
| YTD | -25.1% | +34.8% | -59.9% | -29.2% |
| 1Y | -31.7% | +28.3% | -60.0% | -35.0% |
| All | +32.6% | +60.2% | -27.6% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling