+158.5%
MAR vs LDOS
+52.7%
+105.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +4.4% | -3.7% | +8.1% | +5.0% |
| 30D | +15.5% | +16.4% | -0.9% | +12.4% |
| 3M | +15.7% | +7.4% | +8.3% | +13.9% |
| 6M | +18.2% | -0.3% | +18.5% | +17.7% |
| YTD | +35.3% | -24.0% | +59.3% | +41.3% |
| 1Y | +48.6% | -29.6% | +78.2% | +57.9% |
| 3Y | +124.3% | +35.1% | +89.2% | +106.9% |
| All | +158.5% | +52.7% | +105.8% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling