-58.5%
ZTS vs LDOS
+39.7%
-98.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -2.0% | -5.4% | +3.4% | -1.0% |
| 30D | +1.9% | +4.9% | -3.0% | +1.1% |
| 3M | -4.0% | +7.2% | -11.2% | -5.4% |
| 6M | -39.1% | -24.2% | -14.9% | -37.2% |
| YTD | -38.8% | -25.8% | -13.0% | -37.0% |
| 1Y | -49.6% | -24.7% | -24.9% | -48.3% |
| All | -58.5% | +39.7% | -98.2% | -61.1% |
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