+483.2%
ZS vs LDOS
+116.5%
+366.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -2.6% | -1.6% | -1.0% | -2.1% |
| 30D | -12.8% | +8.2% | -21.1% | -15.3% |
| 3M | +2.3% | -8.2% | +10.5% | +5.0% |
| 6M | +26.3% | +5.8% | +20.4% | +23.0% |
| YTD | -14.4% | -27.0% | +12.5% | -6.3% |
| 1Y | -37.6% | -31.0% | -6.6% | -30.4% |
| 3Y | +8.0% | +29.3% | -21.3% | -3.7% |
| 5Y | -44.9% | +48.7% | -93.6% | -53.7% |
| All | +483.2% | +116.5% | +366.8% | +260.5% |
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