-24.7%
LDOS vs M
+46.1%
-70.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.4% |
| 7D | -5.4% | +4.7% | -10.1% | -5.5% |
| 30D | +4.9% | -9.6% | +14.5% | +5.2% |
| 3M | +7.2% | +0.9% | +6.3% | +7.4% |
| 6M | -24.2% | +22.3% | -46.5% | -23.9% |
| YTD | -25.8% | +6.5% | -32.3% | -24.9% |
| 1Y | -24.7% | +38.8% | -63.5% | -26.4% |
| All | -24.7% | +46.1% | -70.9% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling