+3,667.8%
STRL vs LDOS
+248.5%
+3,419.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.2% |
| 7D | -26.9% | -7.2% | -19.7% | -25.4% |
| 30D | -52.7% | +16.8% | -69.5% | -55.6% |
| 3M | -52.8% | -1.6% | -51.3% | -53.2% |
| 6M | -71.5% | -1.0% | -70.5% | -72.1% |
| YTD | -17.4% | -25.8% | +8.3% | -10.3% |
| 1Y | -35.0% | -31.1% | -3.9% | -26.5% |
| 3Y | +239.2% | +32.8% | +206.4% | +174.1% |
| 5Y | +830.2% | +49.4% | +780.8% | +592.8% |
| All | +3,667.8% | +248.5% | +3,419.3% | +1,589.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling