+199.5%
ZTS vs LDOS
+767.3%
-567.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.1% | -8.0% | -8.0% |
| 7D | +4.9% | -3.7% | +8.6% | +6.0% |
| 30D | +15.9% | +16.4% | -0.5% | +10.8% |
| 3M | +11.1% | +7.4% | +3.7% | +8.6% |
| 6M | -26.0% | -0.3% | -25.7% | -26.3% |
| YTD | -33.3% | -24.0% | -9.3% | -28.8% |
| 1Y | -30.3% | -29.6% | -0.7% | -24.0% |
| 3Y | -47.0% | +35.1% | -82.2% | -54.0% |
| 5Y | -59.7% | +52.9% | -112.6% | -67.0% |
| 10Y | +80.3% | +262.2% | -181.9% | +17.3% |
| All | +199.5% | +767.3% | -567.8% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling