+51.2%
ZM vs LDOS
+35.8%
+15.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.5% |
| 7D | -0.3% | -5.8% | +5.5% | +1.0% |
| 30D | -6.2% | +11.6% | -17.7% | -8.7% |
| 3M | -12.2% | -1.0% | -11.2% | -12.2% |
| 6M | -16.0% | +5.1% | -21.1% | -17.5% |
| YTD | +6.3% | -24.0% | +30.3% | +11.2% |
| 1Y | +12.3% | -30.3% | +42.5% | +19.6% |
| 3Y | +51.2% | +37.0% | +14.3% | +49.0% |
| All | +51.2% | +35.8% | +15.4% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling