+2,290.2%
STLD vs LDOS
+509.1%
+1,781.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.1% | -7.7% | -7.6% |
| 7D | -12.5% | -3.7% | -8.8% | -10.8% |
| 30D | -6.8% | +16.4% | -23.2% | -14.6% |
| 3M | -16.4% | +7.4% | -23.8% | -20.8% |
| 6M | -6.1% | -0.3% | -5.8% | -8.1% |
| YTD | +32.0% | -24.0% | +56.0% | +46.3% |
| 1Y | +45.5% | -29.6% | +75.1% | +68.3% |
| 3Y | +106.5% | +35.1% | +71.4% | +54.8% |
| 5Y | +267.2% | +52.9% | +214.3% | +148.5% |
| 10Y | +878.9% | +262.2% | +616.6% | +256.8% |
| All | +2,290.2% | +509.1% | +1,781.1% | +448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling