-17.4%
ZBH vs LDOS
+49.1%
-66.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +11.7% | -7.2% | +18.9% | +13.0% |
| 30D | +19.3% | +16.8% | +2.5% | +16.3% |
| 3M | +8.9% | -1.6% | +10.5% | +9.0% |
| 6M | +28.2% | -1.0% | +29.1% | +27.8% |
| YTD | +18.4% | -25.8% | +44.1% | +23.0% |
| 1Y | +20.6% | -31.1% | +51.7% | +27.1% |
| 3Y | -0.6% | +32.8% | -33.4% | -8.4% |
| All | -17.4% | +49.1% | -66.5% | -23.4% |
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 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