+393.0%
STM vs LDOS
+494.7%
-101.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | +5.8% | -5.4% | +11.2% | +8.3% |
| 30D | -1.0% | +4.9% | -5.9% | -3.4% |
| 3M | -33.3% | +7.2% | -40.4% | -36.4% |
| 6M | +57.4% | -24.2% | +81.6% | +74.5% |
| YTD | +102.2% | -25.8% | +128.0% | +123.5% |
| 1Y | +99.6% | -24.7% | +124.3% | +118.1% |
| 3Y | +14.5% | +39.3% | -24.8% | -11.6% |
| 5Y | +21.4% | +43.3% | -21.9% | -11.3% |
| 10Y | +695.0% | +278.6% | +416.4% | +237.6% |
| All | +393.0% | +494.7% | -101.8% | +41.9% |
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