+168.1%
STT vs LDOS
+32.3%
+135.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | -2.5% | -7.2% | +4.7% | -1.4% |
| 30D | -5.0% | +16.8% | -21.8% | -7.4% |
| 3M | -10.5% | -1.6% | -8.9% | -10.5% |
| 6M | +10.0% | -1.0% | +11.0% | +9.9% |
| YTD | +30.7% | -25.8% | +56.5% | +37.6% |
| 1Y | +43.8% | -31.1% | +74.9% | +53.9% |
| 3Y | +168.1% | +32.8% | +135.3% | +147.6% |
| All | +168.1% | +32.3% | +135.8% | +147.6% |
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