+60.1%
STLD vs LDOS
-27.6%
+87.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.1% |
| 7D | -3.9% | -2.8% | -1.1% | -3.9% |
| 30D | -0.4% | +13.6% | -14.0% | -0.6% |
| 3M | -9.2% | +4.2% | -13.4% | -9.4% |
| 6M | +5.0% | -8.2% | +13.2% | +3.7% |
| YTD | +42.8% | -24.1% | +66.9% | +39.1% |
| 1Y | +60.1% | -31.2% | +91.3% | +58.7% |
| All | +60.1% | -27.6% | +87.7% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling