+6.3%
MAGS vs LDOS
-27.6%
+33.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | -1.4% | -2.8% | +1.4% | -1.3% |
| 30D | -4.4% | +13.6% | -18.0% | -5.0% |
| 3M | +1.9% | +4.2% | -2.3% | +1.8% |
| 6M | +4.9% | -8.2% | +13.1% | +5.0% |
| YTD | +6.5% | -24.1% | +30.6% | +7.5% |
| 1Y | +6.3% | -31.2% | +37.5% | +9.5% |
| All | +6.3% | -27.6% | +33.9% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling