-49.1%
ZTS vs LDOS
+32.3%
-81.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.9% |
| 7D | -0.4% | -7.2% | +6.8% | +1.0% |
| 30D | +11.7% | +16.8% | -5.1% | +8.6% |
| 3M | +3.5% | -1.6% | +5.0% | +3.6% |
| 6M | -27.6% | -1.0% | -26.6% | -27.8% |
| YTD | -35.5% | -25.8% | -9.7% | -33.8% |
| 1Y | -32.1% | -31.1% | -1.0% | -29.7% |
| 3Y | -49.1% | +32.8% | -81.9% | -52.8% |
| All | -49.1% | +32.3% | -81.3% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling