+427.0%
MAR vs LDOS
+278.0%
+149.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -4.2% | -5.4% | +1.3% | -2.3% |
| 30D | -6.7% | +4.9% | -11.6% | -8.4% |
| 3M | -12.5% | +7.2% | -19.7% | -15.3% |
| 6M | +0.6% | -24.2% | +24.8% | +9.9% |
| YTD | +9.1% | -25.8% | +34.9% | +18.9% |
| 1Y | +26.2% | -24.7% | +50.9% | +36.4% |
| 3Y | +68.2% | +39.3% | +28.9% | +37.7% |
| 5Y | +163.9% | +43.3% | +120.6% | +107.0% |
| All | +427.0% | +278.0% | +149.0% | +190.2% |
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