+188.2%
MAGS vs LDOS
+46.7%
+141.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +1.7% | -1.6% | +3.3% | +1.8% |
| 30D | -5.8% | +8.2% | -14.0% | -6.8% |
| 3M | +0.2% | -8.2% | +8.4% | +1.2% |
| 6M | -2.7% | +5.8% | -8.5% | -3.7% |
| YTD | +4.1% | -27.0% | +31.1% | +7.9% |
| 1Y | +7.5% | -31.0% | +38.5% | +12.5% |
| 3Y | +122.0% | +29.3% | +92.8% | +114.2% |
| All | +188.2% | +46.7% | +141.5% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling