+498.1%
LDOS vs MKTX
+1,710.3%
-1,212.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | +4.9% | +1.1% | +3.8% | +4.7% |
| 3M | +7.2% | +36.1% | -28.9% | +1.7% |
| 6M | -24.2% | -12.9% | -11.4% | -23.2% |
| YTD | -25.8% | -8.5% | -17.3% | -25.4% |
| 1Y | -24.7% | -7.5% | -17.2% | -24.5% |
| 3Y | +39.3% | -28.3% | +67.6% | +42.6% |
| 5Y | +43.3% | -63.3% | +106.6% | +59.7% |
| 10Y | +278.6% | +4.5% | +274.1% | +250.3% |
| All | +498.1% | +1,710.3% | -1,212.3% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling