+498.1%
LDOS vs MTCH
+524.7%
-26.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | +7.2% | +21.1% | -13.9% | +3.5% |
| 6M | -24.2% | +37.5% | -61.7% | -28.5% |
| YTD | -25.8% | +31.9% | -57.7% | -29.5% |
| 1Y | -24.7% | +14.6% | -39.3% | -26.9% |
| 3Y | +39.3% | -6.2% | +45.4% | +36.5% |
| 5Y | +43.3% | -70.6% | +113.9% | +66.1% |
| 10Y | +278.6% | +185.6% | +93.0% | +147.2% |
| All | +498.1% | +524.7% | -26.6% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling