+7.8%
STZ vs LDOS
+257.0%
-249.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.1% |
| 7D | +13.0% | -2.8% | +15.8% | +13.9% |
| 30D | +29.4% | +13.6% | +15.8% | +24.6% |
| 3M | +11.6% | +4.2% | +7.4% | +10.0% |
| 6M | -0.2% | -8.2% | +8.0% | +1.5% |
| YTD | +8.6% | -24.1% | +32.6% | +15.6% |
| 1Y | +15.9% | -31.2% | +47.2% | +27.3% |
| 3Y | -35.4% | +35.0% | -70.4% | -46.0% |
| 5Y | -26.9% | +52.6% | -79.5% | -43.1% |
| 10Y | +7.8% | +261.9% | -254.1% | -17.6% |
| All | +7.8% | +257.0% | -249.2% | -17.6% |
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