+78.1%
STM vs LDOS
-31.2%
+109.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +3.8% |
| 7D | -10.7% | -7.2% | -3.5% | -12.3% |
| 30D | -25.7% | +16.8% | -42.6% | -22.8% |
| 3M | -21.6% | -1.6% | -20.0% | -20.9% |
| 6M | -27.8% | -1.0% | -26.8% | -23.6% |
| YTD | +61.8% | -25.8% | +87.5% | +69.8% |
| 1Y | +78.1% | -31.1% | +109.2% | +91.7% |
| All | +78.1% | -31.2% | +109.3% | +91.7% |
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