-61.4%
ZTS vs LDOS
+43.9%
-105.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | -4.0% | +7.2% | -11.2% | -5.5% |
| 6M | -39.1% | -24.2% | -14.9% | -36.5% |
| YTD | -38.8% | -25.8% | -13.0% | -36.3% |
| 1Y | -49.6% | -24.7% | -24.9% | -47.7% |
| 3Y | -59.0% | +39.3% | -98.3% | -63.2% |
| All | -61.4% | +43.9% | -105.3% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling