+102.4%
STX vs LDOS
-31.9%
+134.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.2% |
| 7D | +14.6% | -1.6% | +16.2% | +14.0% |
| 30D | -26.0% | +8.2% | -34.2% | -24.2% |
| 3M | -42.6% | -8.2% | -34.4% | -43.9% |
| 6M | -35.3% | +5.8% | -41.1% | -30.5% |
| YTD | +92.5% | -27.0% | +119.4% | +106.2% |
| 1Y | +102.4% | -31.0% | +133.4% | +125.8% |
| All | +102.4% | -31.9% | +134.3% | +125.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling