+1,081.9%
STLD vs LDOS
+278.0%
+803.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +3.1% | -5.4% | +8.6% | +5.5% |
| 30D | -9.0% | +4.9% | -13.9% | -11.3% |
| 3M | -12.4% | +7.2% | -19.6% | -15.8% |
| 6M | +25.5% | -24.2% | +49.8% | +40.0% |
| YTD | +43.6% | -25.8% | +69.4% | +59.4% |
| 1Y | +87.2% | -24.7% | +111.9% | +105.5% |
| 3Y | +135.2% | +39.3% | +96.0% | +79.7% |
| 5Y | +290.9% | +43.3% | +247.6% | +187.9% |
| All | +1,081.9% | +278.0% | +803.8% | +376.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling