-35.8%
STZ vs LDOS
+35.4%
-71.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +11.8% | -3.7% | +15.5% | +12.2% |
| 30D | +26.0% | +16.4% | +9.6% | +24.4% |
| 3M | +11.5% | +7.4% | +4.1% | +10.9% |
| 6M | -2.0% | -0.3% | -1.6% | -2.5% |
| YTD | +7.9% | -24.0% | +31.9% | +8.4% |
| 1Y | +13.9% | -29.6% | +43.5% | +15.3% |
| All | -35.8% | +35.4% | -71.2% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling