+221.4%
LDOS vs MKTX
+12.8%
+208.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -1.6% | +0.2% | -1.9% | -1.7% |
| 30D | +8.2% | +0.9% | +7.3% | +8.1% |
| 3M | -8.2% | +2.6% | -10.8% | -8.5% |
| 6M | +5.8% | +20.4% | -14.6% | +2.2% |
| YTD | -27.0% | -7.1% | -19.9% | -26.6% |
| 1Y | -31.0% | -2.8% | -28.2% | -31.1% |
| 3Y | +29.3% | -21.7% | +51.0% | +31.1% |
| 5Y | +48.7% | -54.5% | +103.2% | +63.1% |
| All | +221.4% | +12.8% | +208.6% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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