+498.1%
LDOS vs MTB
+257.1%
+241.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.4% | +1.7% | -7.1% | -5.8% |
| 30D | +4.9% | -4.2% | +9.1% | +6.0% |
| 3M | +7.2% | +8.9% | -1.7% | +4.8% |
| 6M | -24.2% | +10.9% | -35.1% | -26.4% |
| YTD | -25.8% | +21.5% | -47.3% | -29.6% |
| 1Y | -24.7% | +21.9% | -46.6% | -28.7% |
| 3Y | +39.3% | +109.2% | -70.0% | +13.2% |
| 5Y | +43.3% | +102.0% | -58.7% | +14.6% |
| 10Y | +278.6% | +171.9% | +106.6% | +169.4% |
| All | +498.1% | +257.1% | +241.0% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling