-11.1%
LDOS vs ZYBT
-58.9%
+47.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | -3.1% | -3.7% | +0.6% | -3.1% |
| 30D | -8.2% | 0.0% | -8.2% | -8.2% |
| 3M | +5.9% | +72.2% | -66.3% | +5.2% |
| 6M | -25.2% | +103.1% | -128.4% | -26.0% |
| YTD | -28.1% | +34.8% | -62.9% | -28.6% |
| 1Y | -29.7% | -83.2% | +53.5% | -28.9% |
| All | -11.1% | -58.9% | +47.8% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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