-31.1%
LDOS vs M
+15.5%
-46.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -2.1% |
| 7D | -7.2% | -4.3% | -2.9% | -7.0% |
| 30D | +16.8% | +1.3% | +15.6% | +16.8% |
| 3M | -1.6% | -7.4% | +5.8% | -1.3% |
| 6M | -1.0% | +18.3% | -19.3% | -0.5% |
| YTD | -25.8% | +7.6% | -33.3% | -24.5% |
| 1Y | -31.1% | +17.4% | -48.5% | -30.8% |
| All | -31.1% | +15.5% | -46.5% | -30.8% |
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