-7.7%
MDB vs LDOS
-27.6%
+19.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -16.5% | -2.8% | -13.7% | -15.9% |
| 30D | -8.6% | +13.6% | -22.2% | -14.3% |
| 3M | -13.6% | +4.2% | -17.8% | -14.7% |
| 6M | +24.1% | -8.2% | +32.3% | +27.6% |
| YTD | -21.8% | -24.1% | +2.3% | -11.5% |
| 1Y | -7.7% | -31.2% | +23.5% | +7.0% |
| All | -7.7% | -27.6% | +19.9% | +7.0% |
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 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