+2,018.9%
STRL vs LDOS
+494.7%
+1,524.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.2% | +5.5% |
| 7D | +3.4% | -5.4% | +8.8% | +5.8% |
| 30D | -9.2% | +4.9% | -14.1% | -11.3% |
| 3M | -51.0% | +7.2% | -58.2% | -53.4% |
| 6M | +15.8% | -24.2% | +40.0% | +26.7% |
| YTD | +58.9% | -25.8% | +84.7% | +73.5% |
| 1Y | +68.5% | -24.7% | +93.2% | +83.0% |
| 3Y | +485.2% | +39.3% | +445.9% | +368.3% |
| 5Y | +2,005.1% | +43.3% | +1,961.8% | +1,527.7% |
| 10Y | +7,118.0% | +278.6% | +6,839.4% | +3,312.7% |
| All | +2,018.9% | +494.7% | +1,524.1% | +611.5% |
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 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