+518.9%
LDOS vs MDY
+502.8%
+16.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +1.9% | 0.0% | +1.9% | +1.8% |
| 30D | +12.8% | +1.0% | +11.8% | +12.0% |
| 3M | -1.0% | -4.1% | +3.1% | +1.3% |
| 6M | +6.2% | +0.6% | +5.5% | +5.5% |
| YTD | -23.2% | +12.9% | -36.1% | -29.0% |
| 1Y | -29.5% | +14.6% | -44.1% | -35.4% |
| 3Y | +37.1% | +57.1% | -20.0% | +2.6% |
| 5Y | +55.6% | +37.1% | +18.5% | +24.3% |
| 10Y | +249.4% | +171.5% | +77.9% | +83.2% |
| All | +518.9% | +502.8% | +16.1% | +145.3% |
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 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