+503.2%
ZS vs LDOS
+125.1%
+378.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.1% |
| 7D | -11.1% | -5.8% | -5.2% | -9.4% |
| 30D | -14.8% | +11.6% | -26.4% | -18.1% |
| 3M | +18.0% | -1.0% | +19.0% | +18.3% |
| 6M | +30.8% | +5.1% | +25.8% | +27.7% |
| YTD | -11.5% | -24.0% | +12.5% | -4.3% |
| 1Y | -37.8% | -30.3% | -7.5% | -30.8% |
| 3Y | +16.6% | +37.0% | -20.4% | +2.0% |
| 5Y | -43.6% | +53.4% | -96.9% | -53.1% |
| All | +503.2% | +125.1% | +378.0% | +268.0% |
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 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