+0.4%
STM vs LDOS
+35.4%
-34.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.1% | -12.5% | -12.4% |
| 7D | -20.1% | -3.7% | -16.4% | -20.1% |
| 30D | -32.0% | +16.4% | -48.4% | -32.1% |
| 3M | -24.2% | +7.4% | -31.6% | -24.3% |
| 6M | -29.9% | -0.3% | -29.6% | -28.5% |
| YTD | +54.9% | -24.0% | +78.9% | +64.5% |
| 1Y | +68.0% | -29.6% | +97.6% | +81.8% |
| All | +0.4% | +35.4% | -34.9% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling