+36.0%
LDOS vs ZCMD
-100.0%
+136.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.2% | +2.3% |
| 7D | -5.8% | +9.1% | -14.9% | -5.9% |
| 30D | +11.6% | -37.1% | +48.7% | +12.0% |
| 3M | -1.0% | -53.7% | +52.7% | -0.4% |
| 6M | +5.1% | -99.7% | +104.7% | +9.9% |
| YTD | -24.0% | -99.9% | +75.8% | -19.6% |
| 1Y | -30.3% | -99.9% | +69.6% | -25.8% |
| 3Y | +37.0% | -100.0% | +136.9% | +51.5% |
| 5Y | +53.4% | -100.0% | +153.4% | +71.4% |
| All | +36.0% | -100.0% | +136.0% | +60.9% |
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