-15.3%
ZBH vs LDOS
+48.3%
-63.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -2.3% | -1.6% | -0.6% | -2.0% |
| 30D | +12.5% | +8.2% | +4.2% | +11.0% |
| 3M | +3.9% | -8.2% | +12.1% | +5.2% |
| 6M | +25.4% | +5.8% | +19.6% | +23.7% |
| YTD | +15.7% | -27.0% | +42.7% | +20.6% |
| 1Y | +15.2% | -31.0% | +46.2% | +21.3% |
| 3Y | +0.3% | +29.3% | -28.9% | -7.0% |
| All | -15.3% | +48.3% | -63.6% | -21.9% |
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