+37.1%
LDOS vs MDY
+58.3%
-21.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.9% | 0.0% | +1.9% | +1.8% |
| 30D | +12.8% | +1.0% | +11.8% | +12.1% |
| 3M | -1.0% | -4.1% | +3.1% | +0.9% |
| 6M | +6.2% | +0.6% | +5.5% | +5.7% |
| YTD | -23.2% | +12.9% | -36.1% | -27.9% |
| 1Y | -29.5% | +14.6% | -44.1% | -34.3% |
| 3Y | +37.1% | +57.1% | -20.0% | +15.4% |
| All | +37.1% | +58.3% | -21.2% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling