+43.3%
ZM vs LDOS
+129.9%
-86.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -9.1% | -3.7% | -5.4% | -8.6% |
| 30D | -5.7% | +16.4% | -22.1% | -7.9% |
| 3M | -11.7% | +7.4% | -19.2% | -12.8% |
| 6M | -18.6% | -0.3% | -18.3% | -18.9% |
| YTD | +2.9% | -24.0% | +27.0% | +5.9% |
| 1Y | +6.3% | -29.6% | +35.9% | +10.4% |
| 3Y | +41.0% | +35.1% | +5.9% | +36.1% |
| 5Y | -66.4% | +52.9% | -119.4% | -68.0% |
| All | +43.3% | +129.9% | -86.7% | -8.7% |
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