-25.9%
STRL vs LDOS
-27.6%
+1.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.7% | -22.2% | -21.0% |
| 7D | -27.1% | -2.8% | -24.2% | -27.9% |
| 30D | -45.8% | +13.6% | -59.4% | -41.1% |
| 3M | -47.6% | +4.2% | -51.9% | -45.4% |
| 6M | -46.4% | -8.2% | -38.2% | -44.3% |
| YTD | -7.4% | -24.1% | +16.7% | -3.4% |
| 1Y | -25.9% | -31.2% | +5.4% | -20.6% |
| All | -25.9% | -27.6% | +1.8% | -20.6% |
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