+267.4%
STT vs LDOS
+278.0%
-10.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | +0.5% | -5.4% | +5.9% | +2.6% |
| 30D | +3.9% | +4.9% | -1.0% | +1.5% |
| 3M | +20.0% | +7.2% | +12.8% | +15.4% |
| 6M | +55.3% | -24.2% | +79.6% | +71.9% |
| YTD | +53.3% | -25.8% | +79.1% | +69.5% |
| 1Y | +74.7% | -24.7% | +99.4% | +91.3% |
| 3Y | +205.8% | +39.3% | +166.5% | +140.9% |
| 5Y | +145.0% | +43.3% | +101.7% | +85.3% |
| All | +267.4% | +278.0% | -10.7% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling