-9.7%
STZ vs LDOS
+278.0%
-287.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.9% | -5.4% | +3.5% | -0.4% |
| 30D | -1.9% | +4.9% | -6.8% | -3.3% |
| 3M | -6.2% | +7.2% | -13.4% | -8.5% |
| 6M | -14.0% | -24.2% | +10.2% | -7.6% |
| YTD | -5.1% | -25.8% | +20.7% | +1.8% |
| 1Y | -9.6% | -24.7% | +15.1% | -3.8% |
| 3Y | -47.2% | +39.3% | -86.5% | -56.4% |
| 5Y | -33.6% | +43.3% | -76.9% | -46.9% |
| All | -9.7% | +278.0% | -287.7% | -37.4% |
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