+498.8%
MAR vs LDOS
+226.9%
+271.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +1.6% | -1.6% | +3.2% | +2.1% |
| 30D | +13.8% | +8.2% | +5.6% | +10.6% |
| 3M | +20.3% | -8.2% | +28.5% | +23.2% |
| 6M | +21.3% | +5.8% | +15.5% | +17.4% |
| YTD | +37.2% | -27.0% | +64.2% | +49.8% |
| 1Y | +48.4% | -31.0% | +79.4% | +65.6% |
| 3Y | +120.1% | +29.3% | +90.8% | +85.2% |
| 5Y | +182.1% | +48.7% | +133.4% | +115.8% |
| All | +498.8% | +226.9% | +271.9% | +253.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling