+1,225.6%
MAR vs LDOS
+509.1%
+716.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +4.4% | -3.7% | +8.1% | +5.8% |
| 30D | +15.5% | +16.4% | -0.9% | +8.7% |
| 3M | +15.7% | +7.4% | +8.3% | +11.7% |
| 6M | +18.2% | -0.3% | +18.5% | +16.6% |
| YTD | +35.3% | -24.0% | +59.3% | +46.5% |
| 1Y | +48.6% | -29.6% | +78.2% | +65.9% |
| 3Y | +124.3% | +35.1% | +89.2% | +85.5% |
| 5Y | +159.7% | +52.9% | +106.8% | +97.3% |
| 10Y | +555.2% | +262.2% | +293.0% | +230.8% |
| All | +1,225.6% | +509.1% | +716.6% | +384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling