+32.8%
LDOS vs MTB
+95.2%
-62.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -7.2% | -1.3% | -5.9% | -6.9% |
| 30D | +16.8% | +0.5% | +16.3% | +16.7% |
| 3M | -1.6% | -12.4% | +10.8% | +1.5% |
| 6M | -1.0% | +1.5% | -2.5% | -1.4% |
| YTD | -25.8% | +10.3% | -36.1% | -27.5% |
| 1Y | -31.1% | +22.2% | -53.3% | -34.2% |
| 3Y | +32.8% | +96.9% | -64.1% | +18.1% |
| All | +32.8% | +95.2% | -62.4% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling