+78.9%
ZTS vs LDOS
+241.3%
-162.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.9% |
| 7D | -7.4% | -1.3% | -6.1% | -7.0% |
| 30D | +9.9% | +10.1% | -0.2% | +6.4% |
| 3M | +10.3% | -4.7% | +15.0% | +11.8% |
| 6M | +9.2% | +5.6% | +3.6% | +6.4% |
| YTD | -32.9% | -25.1% | -7.8% | -27.4% |
| 1Y | -29.7% | -31.7% | +2.0% | -21.7% |
| 3Y | -49.0% | +33.7% | -82.7% | -57.1% |
| 5Y | -59.3% | +54.4% | -113.6% | -68.6% |
| 10Y | +78.9% | +236.4% | -157.5% | +2.9% |
| All | +78.9% | +241.3% | -162.3% | +2.9% |
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