+57.4%
MAR vs LDOS
-27.6%
+85.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.0% |
| 7D | +7.7% | -2.8% | +10.5% | +7.9% |
| 30D | +19.4% | +13.6% | +5.8% | +18.7% |
| 3M | +23.3% | +4.2% | +19.1% | +23.0% |
| 6M | +22.8% | -8.2% | +31.1% | +22.4% |
| YTD | +37.8% | -24.1% | +61.9% | +38.8% |
| 1Y | +57.4% | -31.2% | +88.6% | +64.0% |
| All | +57.4% | -27.6% | +85.0% | +64.0% |
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 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