-3.7%
MDLN vs LDOS
-27.2%
+23.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -0.4% | -1.6% | +1.2% | -0.3% |
| 30D | +9.9% | +8.2% | +1.6% | +9.2% |
| 3M | +10.9% | -8.2% | +19.1% | +11.7% |
| 6M | +2.0% | +5.8% | -3.9% | +0.4% |
| YTD | -6.0% | -27.0% | +20.9% | -6.3% |
| All | -3.7% | -27.2% | +23.5% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling