+1,883.6%
STX vs LDOS
+248.5%
+1,635.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -28.5% | -7.2% | -21.3% | -27.0% |
| 30D | -42.9% | +16.8% | -59.8% | -45.8% |
| 3M | -45.9% | -1.6% | -44.3% | -46.1% |
| 6M | -41.3% | -1.0% | -40.3% | -42.1% |
| YTD | +67.9% | -25.8% | +93.7% | +81.6% |
| 1Y | +66.5% | -31.1% | +97.6% | +85.6% |
| 3Y | +588.0% | +32.8% | +555.2% | +459.1% |
| 5Y | +449.1% | +49.4% | +399.7% | +312.3% |
| All | +1,883.6% | +248.5% | +1,635.2% | +794.2% |
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