+32.8%
LDOS vs ZCMD
-100.0%
+132.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.3% | +0.6% |
| 7D | -5.4% | -8.0% | +2.6% | -5.3% |
| 30D | +4.9% | -27.9% | +32.8% | +5.1% |
| 3M | +7.2% | -74.6% | +81.8% | +6.5% |
| 6M | -24.2% | -99.5% | +75.2% | -21.1% |
| YTD | -25.8% | -99.7% | +73.9% | -21.8% |
| 1Y | -24.7% | -99.9% | +75.2% | -19.8% |
| 3Y | +39.3% | -100.0% | +139.3% | +54.1% |
| 5Y | +43.3% | -100.0% | +143.3% | +59.0% |
| All | +32.8% | -100.0% | +132.8% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling