+498.3%
LDOS vs ZBRA
+773.6%
-275.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -7.2% | -10.9% | +3.7% | -4.6% |
| 30D | +16.8% | -16.6% | +33.4% | +21.9% |
| 3M | -1.6% | -11.6% | +10.0% | +1.1% |
| 6M | -1.0% | +40.2% | -41.1% | -9.8% |
| YTD | -25.8% | +32.6% | -58.4% | -32.1% |
| 1Y | -31.1% | +24.7% | -55.8% | -36.0% |
| 3Y | +32.8% | +56.3% | -23.5% | +12.2% |
| 5Y | +49.4% | -47.0% | +96.4% | +60.6% |
| 10Y | +253.9% | +411.4% | -157.5% | +94.4% |
| All | +498.3% | +773.6% | -275.3% | +144.3% |
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