+229.7%
LDOS vs MTCH
+142.9%
+86.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.7% | -3.1% |
| 7D | -1.3% | +3.5% | -4.9% | -1.8% |
| 30D | +10.1% | +0.3% | +9.8% | +10.0% |
| 3M | -4.7% | +13.7% | -18.3% | -6.6% |
| 6M | +5.6% | +17.6% | -12.0% | +2.8% |
| YTD | -25.1% | +31.8% | -56.9% | -28.4% |
| 1Y | -31.7% | +29.2% | -60.9% | -34.5% |
| 3Y | +33.7% | +46.7% | -13.0% | +23.3% |
| 5Y | +54.4% | -70.9% | +125.3% | +77.3% |
| All | +229.7% | +142.9% | +86.8% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling