+227.8%
STRL vs LDOS
+35.4%
+192.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.1% | -14.0% | -13.9% |
| 7D | -34.6% | -3.7% | -30.9% | -34.6% |
| 30D | -56.7% | +16.4% | -73.0% | -57.2% |
| 3M | -54.4% | +7.4% | -61.8% | -54.7% |
| 6M | -69.7% | -0.3% | -69.4% | -68.9% |
| YTD | -20.2% | -24.0% | +3.8% | -10.6% |
| 1Y | -40.6% | -29.6% | -11.0% | -30.0% |
| All | +227.8% | +35.4% | +192.5% | +145.6% |
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 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