+852.5%
STLD vs LDOS
+248.5%
+604.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.4% |
| 7D | -11.1% | -7.2% | -3.9% | -8.4% |
| 30D | -4.8% | +16.8% | -21.6% | -11.2% |
| 3M | -14.6% | -1.6% | -13.0% | -14.8% |
| 6M | -7.4% | -1.0% | -6.4% | -8.5% |
| YTD | +32.6% | -25.8% | +58.3% | +46.2% |
| 1Y | +47.3% | -31.1% | +78.4% | +68.3% |
| 3Y | +107.5% | +32.8% | +74.7% | +62.0% |
| 5Y | +268.8% | +49.4% | +219.5% | +164.4% |
| All | +852.5% | +248.5% | +604.1% | +275.9% |
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