+2,038.9%
STX vs LDOS
+228.4%
+1,810.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | +16.8% | -3.5% | +20.3% | +18.0% |
| 30D | -27.0% | +9.5% | -36.6% | -29.3% |
| 3M | -37.9% | -6.3% | -31.6% | -37.1% |
| 6M | -32.5% | +2.8% | -35.3% | -34.3% |
| YTD | +98.6% | -26.6% | +125.2% | +115.4% |
| 1Y | +93.6% | -31.3% | +124.9% | +115.6% |
| 3Y | +699.1% | +30.9% | +668.1% | +552.5% |
| 5Y | +481.0% | +49.4% | +431.6% | +335.7% |
| All | +2,038.9% | +228.4% | +1,810.6% | +938.9% |
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