+45.0%
ZM vs LDOS
+124.6%
-79.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | -5.9% | -7.2% | +1.3% | -4.9% |
| 30D | -5.2% | +16.8% | -22.0% | -7.4% |
| 3M | -11.3% | -1.6% | -9.7% | -11.2% |
| 6M | -14.5% | -1.0% | -13.5% | -14.8% |
| YTD | +4.2% | -25.8% | +29.9% | +7.5% |
| 1Y | +9.3% | -31.1% | +40.4% | +13.9% |
| 3Y | +45.4% | +32.8% | +12.6% | +40.7% |
| 5Y | -66.0% | +49.4% | -115.4% | -67.5% |
| All | +45.0% | +124.6% | -79.7% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling