+252.0%
LDOS vs MDY
+180.7%
+71.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.8% | +0.3% |
| 7D | -5.8% | +0.7% | -6.5% | -6.4% |
| 30D | +11.6% | +1.3% | +10.3% | +10.4% |
| 3M | -1.0% | -4.1% | +3.1% | +1.5% |
| 6M | +5.1% | +1.0% | +4.1% | +4.0% |
| YTD | -24.0% | +13.3% | -37.4% | -30.6% |
| 1Y | -30.3% | +15.7% | -46.0% | -37.2% |
| 3Y | +37.0% | +59.6% | -22.6% | -2.6% |
| 5Y | +53.4% | +36.3% | +17.0% | +19.6% |
| 10Y | +252.0% | +173.6% | +78.3% | +59.5% |
| All | +252.0% | +180.7% | +71.2% | +59.5% |
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