+512.4%
LDOS vs MDY
+482.7%
+29.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +2.4% |
| 7D | -3.7% | -3.4% | -0.3% | -1.8% |
| 30D | +16.4% | -3.2% | +19.5% | +18.5% |
| 3M | +7.4% | -6.7% | +14.1% | +11.7% |
| 6M | -0.3% | -1.8% | +1.5% | +0.4% |
| YTD | -24.0% | +9.2% | -33.2% | -28.3% |
| 1Y | -29.6% | +11.7% | -41.3% | -34.5% |
| 3Y | +35.1% | +49.5% | -14.4% | +4.2% |
| 5Y | +52.9% | +31.2% | +21.7% | +25.4% |
| 10Y | +262.2% | +174.7% | +87.5% | +89.1% |
| All | +512.4% | +482.7% | +29.8% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling