+43.8%
LDOS vs MTCH
-2.6%
+46.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | -5.4% | +0.7% | -6.1% | -5.5% |
| 30D | +4.9% | +9.7% | -4.8% | +3.8% |
| 3M | +7.2% | +21.1% | -13.9% | +5.1% |
| 6M | -24.2% | +37.5% | -61.7% | -26.6% |
| YTD | -25.8% | +31.9% | -57.7% | -27.9% |
| 1Y | -24.7% | +14.6% | -39.3% | -26.2% |
| All | +43.8% | -2.6% | +46.4% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling