+262.1%
LDOS vs MTCH
+188.8%
+73.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -0.9% |
| 7D | -4.2% | -2.4% | -1.8% | -3.9% |
| 30D | -7.9% | +12.8% | -20.7% | -9.5% |
| 3M | +4.1% | +20.0% | -15.9% | +1.2% |
| 6M | -28.2% | +34.7% | -62.9% | -31.4% |
| YTD | -28.5% | +30.6% | -59.1% | -31.5% |
| 1Y | -27.7% | +10.9% | -38.6% | -29.1% |
| 3Y | +38.4% | -2.0% | +40.4% | +35.4% |
| 5Y | +38.0% | -72.6% | +110.6% | +59.3% |
| 10Y | +262.1% | +197.9% | +64.2% | +170.2% |
| All | +262.1% | +188.8% | +73.3% | +170.2% |
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