+252.0%
LDOS vs MTB
+136.2%
+115.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.6% |
| 7D | -5.8% | -0.8% | -5.1% | -5.6% |
| 30D | +11.6% | +2.4% | +9.2% | +10.8% |
| 3M | -1.0% | -10.5% | +9.5% | +2.3% |
| 6M | +5.1% | +6.4% | -1.4% | +2.9% |
| YTD | -24.0% | +12.8% | -36.9% | -27.1% |
| 1Y | -30.3% | +23.3% | -53.6% | -34.9% |
| 3Y | +37.0% | +108.2% | -71.3% | +6.4% |
| 5Y | +53.4% | +68.6% | -15.2% | +22.6% |
| 10Y | +252.0% | +125.3% | +126.7% | +149.7% |
| All | +252.0% | +136.2% | +115.8% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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