-31.7%
LDOS vs MTB
+20.0%
-51.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | +10.1% | +0.1% | +10.0% | +10.0% |
| 3M | -4.7% | -12.1% | +7.5% | -0.8% |
| 6M | +5.6% | +7.3% | -1.7% | +2.8% |
| YTD | -25.1% | +11.5% | -36.6% | -29.6% |
| 1Y | -31.7% | +21.3% | -53.0% | -38.3% |
| All | -31.7% | +20.0% | -51.7% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling