+252.0%
LDOS vs MTCH
+168.0%
+84.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | -5.8% | -6.6% | +0.8% | -4.9% |
| 30D | +11.6% | -4.4% | +15.9% | +12.2% |
| 3M | -1.0% | +6.0% | -7.0% | -2.0% |
| 6M | +5.1% | +7.4% | -2.4% | +3.6% |
| YTD | -24.0% | +24.5% | -48.5% | -26.7% |
| 1Y | -30.3% | +22.3% | -52.6% | -32.6% |
| 3Y | +37.0% | +42.4% | -5.4% | +26.9% |
| 5Y | +53.4% | -73.6% | +126.9% | +78.8% |
| 10Y | +252.0% | +148.4% | +103.6% | +168.4% |
| All | +252.0% | +168.0% | +84.0% | +168.4% |
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