+270.0%
LDOS vs MDY
+173.0%
+97.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -5.4% | +0.1% | -5.6% | -5.5% |
| 30D | +4.9% | -1.5% | +6.4% | +5.9% |
| 3M | +7.2% | +0.8% | +6.4% | +6.5% |
| 6M | -24.2% | +7.4% | -31.7% | -28.1% |
| YTD | -25.8% | +15.2% | -41.0% | -32.8% |
| 1Y | -24.7% | +16.5% | -41.3% | -32.3% |
| 3Y | +39.3% | +46.8% | -7.5% | +5.2% |
| 5Y | +43.3% | +46.0% | -2.7% | +6.1% |
| All | +270.0% | +173.0% | +97.0% | +60.3% |
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