+498.1%
LDOS vs ZBRA
+884.1%
-386.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | -5.4% | +1.8% | -7.2% | -5.8% |
| 30D | +4.9% | -1.7% | +6.6% | +5.2% |
| 3M | +7.2% | +47.8% | -40.6% | -3.2% |
| 6M | -24.2% | +56.7% | -81.0% | -32.9% |
| YTD | -25.8% | +49.4% | -75.2% | -33.9% |
| 1Y | -24.7% | +16.5% | -41.3% | -29.1% |
| 3Y | +39.3% | +31.5% | +7.8% | +23.0% |
| 5Y | +43.3% | -38.6% | +81.9% | +48.4% |
| 10Y | +278.6% | +421.0% | -142.4% | +107.6% |
| All | +498.1% | +884.1% | -386.0% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling