+392.6%
STM vs LDOS
+248.5%
+144.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.2% |
| 7D | -10.7% | -7.2% | -3.5% | -8.7% |
| 30D | -25.7% | +16.8% | -42.6% | -30.1% |
| 3M | -21.6% | -1.6% | -20.0% | -22.0% |
| 6M | -27.8% | -1.0% | -26.8% | -29.0% |
| YTD | +61.8% | -25.8% | +87.5% | +76.1% |
| 1Y | +78.1% | -31.1% | +109.2% | +100.3% |
| 3Y | +4.9% | +32.8% | -27.9% | -17.1% |
| 5Y | -14.3% | +49.4% | -63.6% | -38.8% |
| All | +392.6% | +248.5% | +144.1% | +141.7% |
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 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