+63.4%
ZM vs LDOS
+124.5%
-61.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.2% |
| 7D | +2.9% | -5.4% | +8.4% | +3.8% |
| 30D | +0.7% | +4.9% | -4.2% | 0.0% |
| 3M | -3.7% | +7.2% | -10.9% | -4.8% |
| 6M | +29.9% | -24.2% | +54.1% | +34.2% |
| YTD | +17.4% | -25.8% | +43.2% | +21.4% |
| 1Y | +22.4% | -24.7% | +47.1% | +26.3% |
| 3Y | +41.3% | +39.3% | +2.0% | +36.3% |
| 5Y | -66.0% | +43.3% | -109.3% | -67.4% |
| All | +63.4% | +124.5% | -61.1% | +4.6% |
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