+183.5%
MAR vs LDOS
+48.3%
+135.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +1.6% | -1.6% | +3.2% | +1.9% |
| 30D | +13.8% | +8.2% | +5.6% | +12.2% |
| 3M | +20.3% | -8.2% | +28.5% | +21.8% |
| 6M | +21.3% | +5.8% | +15.5% | +19.4% |
| YTD | +37.2% | -27.0% | +64.2% | +44.1% |
| 1Y | +48.4% | -31.0% | +79.4% | +57.9% |
| 3Y | +120.1% | +29.3% | +90.8% | +105.0% |
| All | +183.5% | +48.3% | +135.2% | +162.2% |
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 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