+3,426.5%
STX vs LDOS
+274.0%
+3,152.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | +2.4% | -5.4% | +7.8% | +4.1% |
| 30D | +1.4% | +4.9% | -3.5% | -0.4% |
| 3M | -8.2% | +7.2% | -15.4% | -11.3% |
| 6M | +127.0% | -24.2% | +151.3% | +147.7% |
| YTD | +209.1% | -25.8% | +235.0% | +236.4% |
| 1Y | +365.4% | -24.7% | +390.1% | +401.7% |
| 3Y | +1,135.4% | +39.3% | +1,096.1% | +887.1% |
| 5Y | +991.5% | +43.3% | +948.2% | +740.2% |
| All | +3,426.5% | +274.0% | +3,152.5% | +1,501.3% |
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 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