+34.1%
LDOS vs ZCMD
-100.0%
+134.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.5% |
| 7D | -1.3% | +1.4% | -2.7% | -1.3% |
| 30D | +10.1% | -29.9% | +40.0% | +10.4% |
| 3M | -4.7% | -54.9% | +50.2% | -4.1% |
| 6M | +5.6% | -99.7% | +105.2% | +10.4% |
| YTD | -25.1% | -99.9% | +74.8% | -20.7% |
| 1Y | -31.7% | -99.9% | +68.2% | -27.3% |
| 3Y | +33.7% | -100.0% | +133.7% | +47.9% |
| 5Y | +54.4% | -100.0% | +154.4% | +72.6% |
| All | +34.1% | -100.0% | +134.1% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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