+498.3%
LDOS vs MKTX
+1,734.8%
-1,236.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -7.2% | +0.2% | -7.4% | -7.2% |
| 30D | +16.8% | +0.9% | +16.0% | +16.7% |
| 3M | -1.6% | +2.3% | -3.9% | -1.9% |
| 6M | -1.0% | +12.4% | -13.4% | -3.4% |
| YTD | -25.8% | -7.3% | -18.5% | -25.5% |
| 1Y | -31.1% | +1.8% | -32.9% | -31.8% |
| 3Y | +32.8% | -21.2% | +54.0% | +34.3% |
| 5Y | +49.4% | -54.6% | +103.9% | +61.1% |
| 10Y | +253.9% | +21.5% | +232.4% | +220.5% |
| All | +498.3% | +1,734.8% | -1,236.5% | +282.5% |
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