+540.2%
MAR vs LDOS
+248.5%
+291.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.6% |
| 7D | +4.3% | -7.2% | +11.5% | +6.9% |
| 30D | +16.8% | +16.8% | 0.0% | +10.6% |
| 3M | +16.0% | -1.6% | +17.6% | +16.0% |
| 6M | +16.5% | -1.0% | +17.4% | +15.4% |
| YTD | +35.0% | -25.8% | +60.8% | +46.7% |
| 1Y | +49.4% | -31.1% | +80.5% | +66.9% |
| 3Y | +124.1% | +32.8% | +91.3% | +86.7% |
| 5Y | +159.2% | +49.4% | +109.8% | +98.5% |
| All | +540.2% | +248.5% | +291.8% | +267.9% |
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