+249.4%
LDOS vs MKTX
+11.8%
+237.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +1.9% | -0.4% | +2.2% | +1.9% |
| 30D | +12.8% | +0.3% | +12.5% | +12.7% |
| 3M | -1.0% | +2.1% | -3.1% | -1.3% |
| 6M | +6.2% | +13.1% | -6.9% | +3.5% |
| YTD | -23.2% | -7.6% | -15.6% | -22.7% |
| 1Y | -29.5% | -0.5% | -28.9% | -29.9% |
| 3Y | +37.1% | -22.7% | +59.7% | +39.2% |
| 5Y | +55.6% | -54.7% | +110.4% | +70.8% |
| 10Y | +249.4% | +13.7% | +235.7% | +222.7% |
| All | +249.4% | +11.8% | +237.6% | +222.7% |
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