+194.0%
STT vs LDOS
+226.9%
-33.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +4.8% | -1.6% | +6.4% | +5.4% |
| 30D | +3.9% | +8.2% | -4.3% | +0.5% |
| 3M | -8.2% | -8.2% | 0.0% | -5.7% |
| 6M | +15.6% | +5.8% | +9.8% | +11.1% |
| YTD | +37.6% | -27.0% | +64.6% | +52.3% |
| 1Y | +50.1% | -31.0% | +81.1% | +70.2% |
| 3Y | +183.1% | +29.3% | +153.8% | +129.9% |
| 5Y | +104.8% | +48.7% | +56.1% | +50.6% |
| All | +194.0% | +226.9% | -33.0% | +72.2% |
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