+512.4%
LDOS vs MTB
+227.2%
+285.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | -3.7% | -1.9% | -1.8% | -3.2% |
| 30D | +16.4% | +0.5% | +15.9% | +16.3% |
| 3M | +7.4% | -12.2% | +19.6% | +10.9% |
| 6M | -0.3% | +3.4% | -3.7% | -1.3% |
| YTD | -24.0% | +11.3% | -35.3% | -26.3% |
| 1Y | -29.6% | +23.3% | -52.9% | -33.4% |
| 3Y | +35.1% | +96.8% | -61.7% | +11.7% |
| 5Y | +52.9% | +65.8% | -12.9% | +28.8% |
| 10Y | +262.2% | +140.0% | +122.2% | +165.7% |
| All | +512.4% | +227.2% | +285.2% | +324.3% |
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 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