+167.5%
STT vs LDOS
+35.4%
+132.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | -4.9% | -3.7% | -1.2% | -4.4% |
| 30D | -6.0% | +16.4% | -22.4% | -8.3% |
| 3M | -11.7% | +7.4% | -19.1% | -13.0% |
| 6M | +11.7% | -0.3% | +12.0% | +11.6% |
| YTD | +30.4% | -24.0% | +54.4% | +36.8% |
| 1Y | +43.9% | -29.6% | +73.5% | +53.6% |
| All | +167.5% | +35.4% | +132.2% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling