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  • STRL vs LDOS✓SelectedUSD · LDOSSTRL vs LDOS performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs LDOS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,018.9%
LDOS return
+494.7%
Excess return
+1,524.1%
Maximum drawdown
-90.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLDOSExcessAlpha
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