+125.3%
MAGS vs LDOS
+32.3%
+93.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | -1.4% | -7.2% | +5.8% | -0.6% |
| 30D | -8.4% | +16.8% | -25.2% | -10.3% |
| 3M | -1.5% | -1.6% | +0.1% | -1.5% |
| 6M | -1.4% | -1.0% | -0.4% | -1.5% |
| YTD | +2.4% | -25.8% | +28.1% | +6.4% |
| 1Y | +3.5% | -31.1% | +34.6% | +9.1% |
| 3Y | +125.3% | +32.8% | +92.5% | +129.5% |
| All | +125.3% | +32.3% | +93.0% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling