+64.5%
ZBH vs LDOS
+494.7%
-430.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.8% | -5.4% | +2.6% | -1.0% |
| 30D | -0.1% | +4.9% | -5.0% | -1.9% |
| 3M | +13.4% | +7.2% | +6.2% | +10.0% |
| 6M | +3.0% | -24.2% | +27.2% | +11.9% |
| YTD | +9.7% | -25.8% | +35.5% | +18.9% |
| 1Y | -5.4% | -24.7% | +19.3% | +2.0% |
| 3Y | -15.6% | +39.3% | -54.9% | -29.0% |
| 5Y | -28.1% | +43.3% | -71.4% | -41.6% |
| 10Y | -15.2% | +278.6% | -293.8% | -51.8% |
| All | +64.5% | +494.7% | -430.3% | -26.4% |
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 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