+77.6%
ZBH vs LDOS
+495.0%
-417.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.4% |
| 7D | +11.7% | -7.2% | +18.9% | +14.4% |
| 30D | +19.3% | +16.8% | +2.5% | +13.2% |
| 3M | +8.9% | -1.6% | +10.5% | +9.1% |
| 6M | +28.2% | -1.0% | +29.1% | +27.2% |
| YTD | +18.4% | -25.8% | +44.1% | +28.0% |
| 1Y | +20.6% | -31.1% | +51.7% | +33.7% |
| 3Y | -0.6% | +32.8% | -33.4% | -15.0% |
| 5Y | -19.7% | +49.4% | -69.1% | -35.9% |
| 10Y | +14.7% | +253.9% | -239.2% | -33.3% |
| All | +77.6% | +495.0% | -417.5% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling