-60.4%
ZM vs LDOS
+52.3%
-112.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.4% | +10.3% | +8.4% |
| 7D | +6.8% | -1.3% | +8.1% | +7.0% |
| 30D | +0.1% | +10.1% | -10.0% | -2.2% |
| 3M | -7.5% | -4.7% | -2.9% | -6.8% |
| 6M | -8.4% | +5.6% | -14.0% | -10.1% |
| YTD | +13.7% | -25.1% | +38.8% | +19.2% |
| 1Y | +15.9% | -31.7% | +47.6% | +23.9% |
| 3Y | +58.0% | +33.7% | +24.3% | +46.2% |
| 5Y | -60.4% | +54.4% | -114.8% | -63.3% |
| All | -60.4% | +52.3% | -112.6% | -63.3% |
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