+74.7%
STT vs LDOS
-24.0%
+98.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +0.5% | -5.4% | +5.9% | +1.0% |
| 30D | +3.9% | +4.9% | -1.0% | +3.2% |
| 3M | +20.0% | +7.2% | +12.8% | +19.1% |
| 6M | +55.3% | -24.2% | +79.6% | +62.4% |
| YTD | +53.3% | -25.8% | +79.1% | +59.1% |
| 1Y | +74.7% | -24.7% | +99.4% | +81.0% |
| All | +74.7% | -24.0% | +98.7% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling