+50.1%
STT vs LDOS
-31.9%
+82.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +4.8% | -1.6% | +6.4% | +4.9% |
| 30D | +3.9% | +8.2% | -4.3% | +3.3% |
| 3M | -8.2% | -8.2% | 0.0% | -7.6% |
| 6M | +15.6% | +5.8% | +9.8% | +14.9% |
| YTD | +37.6% | -27.0% | +64.6% | +41.0% |
| 1Y | +50.1% | -31.0% | +81.1% | +57.0% |
| All | +50.1% | -31.9% | +82.0% | +57.0% |
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