+61.4%
ZTS vs LDOS
+278.0%
-216.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -2.0% | -5.4% | +3.4% | -0.2% |
| 30D | +1.9% | +4.9% | -3.0% | +0.3% |
| 3M | -4.0% | +7.2% | -11.2% | -6.6% |
| 6M | -39.1% | -24.2% | -14.9% | -33.9% |
| YTD | -38.8% | -25.8% | -13.0% | -33.6% |
| 1Y | -49.6% | -24.7% | -24.9% | -45.8% |
| 3Y | -59.0% | +39.3% | -98.3% | -65.9% |
| 5Y | -61.8% | +43.3% | -105.1% | -69.3% |
| All | +61.4% | +278.0% | -216.7% | -1.2% |
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