+221.4%
LDOS vs MDY
+165.3%
+56.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.6% | +2.3% | -3.9% | -3.1% |
| 30D | +8.2% | +2.0% | +6.2% | +6.7% |
| 3M | -8.2% | -5.6% | -2.5% | -4.8% |
| 6M | +5.8% | +1.3% | +4.6% | +4.6% |
| YTD | -27.0% | +12.3% | -39.3% | -32.9% |
| 1Y | -31.0% | +15.8% | -46.8% | -37.8% |
| 3Y | +29.3% | +56.5% | -27.2% | -6.8% |
| 5Y | +48.7% | +35.1% | +13.6% | +16.7% |
| All | +221.4% | +165.3% | +56.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling