+187.8%
MAGS vs LDOS
+54.3%
+133.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.3% | +1.9% | -2.1% | -0.5% |
| 30D | -7.1% | +12.8% | -19.9% | -8.5% |
| 3M | -0.7% | -1.0% | +0.3% | -0.7% |
| 6M | -1.5% | +6.2% | -7.7% | -2.6% |
| YTD | +3.9% | -23.2% | +27.1% | +7.2% |
| 1Y | +3.1% | -29.5% | +32.6% | +7.8% |
| 3Y | +121.6% | +37.1% | +84.6% | +112.4% |
| All | +187.8% | +54.3% | +133.5% | +174.1% |
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