+174.6%
ZTS vs LDOS
+746.9%
-572.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -2.0% | -5.4% | +3.4% | -0.4% |
| 30D | +1.9% | +4.9% | -3.0% | +0.4% |
| 3M | -4.0% | +7.2% | -11.2% | -6.4% |
| 6M | -39.1% | -24.2% | -14.9% | -34.4% |
| YTD | -38.8% | -25.8% | -13.0% | -34.1% |
| 1Y | -49.6% | -24.7% | -24.9% | -46.1% |
| 3Y | -59.0% | +39.3% | -98.3% | -64.7% |
| 5Y | -61.8% | +43.3% | -105.1% | -68.0% |
| 10Y | +61.4% | +278.6% | -217.1% | +4.3% |
| All | +174.6% | +746.9% | -572.3% | +48.1% |
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 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