-49.5%
ZTS vs LDOS
+35.8%
-85.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.2% |
| 7D | -1.0% | -5.8% | +4.8% | 0.0% |
| 30D | +10.8% | +11.6% | -0.8% | +8.6% |
| 3M | +14.1% | -1.0% | +15.1% | +14.1% |
| 6M | +0.8% | +5.1% | -4.3% | -0.6% |
| YTD | -33.1% | -24.0% | -9.1% | -31.6% |
| 1Y | -30.0% | -30.3% | +0.3% | -27.7% |
| 3Y | -49.5% | +37.0% | -86.5% | -54.1% |
| All | -49.5% | +35.8% | -85.4% | -54.1% |
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 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