-27.7%
LDOS vs MKTX
-11.2%
-16.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -4.2% | +0.3% | -4.5% | -4.2% |
| 30D | -7.9% | +1.0% | -8.8% | -8.0% |
| 3M | +4.1% | +40.8% | -36.7% | -2.0% |
| 6M | -28.2% | -10.9% | -17.3% | -24.9% |
| YTD | -28.5% | -8.6% | -20.0% | -25.2% |
| 1Y | -27.7% | -11.6% | -16.1% | -25.2% |
| All | -27.7% | -11.2% | -16.5% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling