-26.9%
STZ vs LDOS
+52.4%
-79.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.2% |
| 7D | +13.0% | -2.8% | +15.8% | +13.5% |
| 30D | +29.4% | +13.6% | +15.8% | +27.0% |
| 3M | +11.6% | +4.2% | +7.4% | +10.8% |
| 6M | -0.2% | -8.2% | +8.0% | +0.4% |
| YTD | +8.6% | -24.1% | +32.6% | +11.6% |
| 1Y | +15.9% | -31.2% | +47.2% | +21.1% |
| 3Y | -35.4% | +35.0% | -70.4% | -43.0% |
| 5Y | -26.9% | +52.6% | -79.5% | -38.5% |
| All | -26.9% | +52.4% | -79.3% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling