+55.6%
LDOS vs MTB
+65.9%
-10.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.3% |
| 7D | +1.9% | -0.7% | +2.5% | +2.0% |
| 30D | +12.8% | +1.4% | +11.4% | +12.4% |
| 3M | -1.0% | -11.6% | +10.6% | +1.8% |
| 6M | +6.2% | +5.4% | +0.8% | +4.8% |
| YTD | -23.2% | +11.7% | -35.0% | -25.3% |
| 1Y | -29.5% | +20.5% | -50.0% | -32.6% |
| 3Y | +37.1% | +104.5% | -67.5% | +15.0% |
| 5Y | +55.6% | +65.1% | -9.5% | +28.3% |
| All | +55.6% | +65.9% | -10.2% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling