+52.0%
STT vs LDOS
-27.6%
+79.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -0.1% | -2.8% | +2.7% | +0.1% |
| 30D | -1.7% | +13.6% | -15.3% | -2.6% |
| 3M | -6.4% | +4.2% | -10.6% | -6.8% |
| 6M | +17.7% | -8.2% | +25.9% | +19.2% |
| YTD | +36.9% | -24.1% | +61.0% | +40.2% |
| 1Y | +52.0% | -31.2% | +83.3% | +59.5% |
| All | +52.0% | -27.6% | +79.7% | +59.5% |
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 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