+455.7%
STX vs LDOS
+52.0%
+403.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +0.1% | -16.3% | -16.3% |
| 7D | -33.4% | -3.7% | -29.7% | -33.3% |
| 30D | -42.1% | +16.4% | -58.5% | -43.0% |
| 3M | -44.3% | +7.4% | -51.7% | -44.8% |
| 6M | -39.4% | -0.3% | -39.1% | -38.7% |
| YTD | +70.0% | -24.0% | +94.0% | +80.8% |
| 1Y | +70.2% | -29.6% | +99.7% | +84.6% |
| 3Y | +585.2% | +35.1% | +550.0% | +504.4% |
| 5Y | +455.7% | +52.9% | +402.8% | +380.2% |
| All | +455.7% | +52.0% | +403.7% | +380.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling