+504.0%
STRL vs LDOS
+39.7%
+464.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.2% | +5.7% |
| 7D | +3.4% | -5.4% | +8.8% | +4.0% |
| 30D | -9.2% | +4.9% | -14.1% | -9.7% |
| 3M | -51.0% | +7.2% | -58.2% | -51.0% |
| 6M | +15.8% | -24.2% | +40.0% | +30.0% |
| YTD | +58.9% | -25.8% | +84.7% | +77.5% |
| 1Y | +68.5% | -24.7% | +93.2% | +86.9% |
| All | +504.0% | +39.7% | +464.3% | +455.5% |
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