+47.6%
LDOS vs ZCMD
-100.0%
+147.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.3% |
| 7D | -7.2% | -4.4% | -2.8% | -7.2% |
| 30D | +16.8% | -43.0% | +59.8% | +17.2% |
| 3M | -1.6% | -54.9% | +53.3% | -1.2% |
| 6M | -1.0% | -99.8% | +98.8% | +2.6% |
| YTD | -25.8% | -99.9% | +74.1% | -22.8% |
| 1Y | -31.1% | -99.9% | +68.8% | -28.1% |
| 3Y | +32.8% | -100.0% | +132.8% | +41.6% |
| All | +47.6% | -100.0% | +147.6% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling