+15.7%
STM vs LDOS
+39.7%
-24.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +5.8% | -5.4% | +11.2% | +6.2% |
| 30D | -1.0% | +4.9% | -5.9% | -1.4% |
| 3M | -33.3% | +7.2% | -40.4% | -33.0% |
| 6M | +57.4% | -24.2% | +81.6% | +67.3% |
| YTD | +102.2% | -25.8% | +128.0% | +114.3% |
| 1Y | +99.6% | -24.7% | +124.3% | +110.2% |
| All | +15.7% | +39.7% | -24.0% | +9.8% |
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