+49.4%
MAR vs LDOS
-31.2%
+80.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | +4.3% | -7.2% | +11.5% | +4.7% |
| 30D | +16.8% | +16.8% | 0.0% | +16.0% |
| 3M | +16.0% | -1.6% | +17.6% | +15.9% |
| 6M | +16.5% | -1.0% | +17.4% | +16.0% |
| YTD | +35.0% | -25.8% | +60.8% | +36.1% |
| 1Y | +49.4% | -31.1% | +80.5% | +54.7% |
| All | +49.4% | -31.2% | +80.6% | +54.7% |
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 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