-35.4%
STZ vs LDOS
+35.2%
-70.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.3% |
| 7D | +13.0% | -2.8% | +15.8% | +13.3% |
| 30D | +29.4% | +13.6% | +15.8% | +28.0% |
| 3M | +11.6% | +4.2% | +7.4% | +11.1% |
| 6M | -0.2% | -8.2% | +8.0% | -0.4% |
| YTD | +8.6% | -24.1% | +32.6% | +9.1% |
| 1Y | +15.9% | -31.2% | +47.2% | +17.6% |
| All | -35.4% | +35.2% | -70.7% | -43.7% |
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