-5.0%
LDOS vs ZYBT
-59.2%
+54.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +1.1% |
| 7D | +1.9% | +14.9% | -13.1% | +1.9% |
| 30D | +12.8% | -11.0% | +23.8% | +12.8% |
| 3M | -1.0% | -14.4% | +13.4% | -1.0% |
| 6M | +6.2% | +62.1% | -55.9% | +5.5% |
| YTD | -23.2% | +33.9% | -57.1% | -23.7% |
| 1Y | -29.5% | -25.6% | -3.9% | -29.4% |
| All | -5.0% | -59.2% | +54.1% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling