+4,300.1%
STX vs LDOS
+509.1%
+3,791.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +0.1% | -16.3% | -16.3% |
| 7D | -33.4% | -3.7% | -29.7% | -32.6% |
| 30D | -42.1% | +16.4% | -58.5% | -45.9% |
| 3M | -44.3% | +7.4% | -51.7% | -46.5% |
| 6M | -39.4% | -0.3% | -39.1% | -41.1% |
| YTD | +70.0% | -24.0% | +94.0% | +82.8% |
| 1Y | +70.2% | -29.6% | +99.7% | +89.5% |
| 3Y | +585.2% | +35.1% | +550.0% | +441.1% |
| 5Y | +455.7% | +52.9% | +402.8% | +301.1% |
| 10Y | +2,007.9% | +262.2% | +1,745.6% | +825.3% |
| All | +4,300.1% | +509.1% | +3,791.1% | +1,226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling