+260.0%
LDOS vs MKTX
+6.7%
+253.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | -7.1% | +0.4% | -7.6% | -7.2% |
| 30D | -6.1% | +1.0% | -7.0% | -6.2% |
| 3M | +5.6% | +41.3% | -35.6% | -0.7% |
| 6M | -26.9% | -11.3% | -15.6% | -25.9% |
| YTD | -27.9% | -8.6% | -19.4% | -27.4% |
| 1Y | -26.8% | -11.1% | -15.7% | -26.0% |
| 3Y | +39.6% | -24.5% | +64.1% | +42.0% |
| 5Y | +39.4% | -61.4% | +100.8% | +58.6% |
| 10Y | +260.0% | +6.8% | +253.1% | +227.7% |
| All | +260.0% | +6.7% | +253.2% | +227.7% |
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