+414.5%
ZS vs LDOS
+119.9%
+294.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | -7.8% | -5.4% | -2.4% | -6.1% |
| 30D | +5.0% | +4.9% | +0.2% | +3.6% |
| 3M | +25.5% | +7.2% | +18.4% | +22.5% |
| 6M | +8.7% | -24.2% | +32.9% | +18.5% |
| YTD | -24.5% | -25.8% | +1.3% | -17.5% |
| 1Y | -36.7% | -24.7% | -12.0% | -31.2% |
| 3Y | +7.2% | +39.3% | -32.1% | -6.7% |
| 5Y | -40.9% | +43.3% | -84.2% | -49.7% |
| All | +414.5% | +119.9% | +294.6% | +217.1% |
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