-3.3%
MDLN vs LDOS
-26.0%
+22.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | +23.4% | -7.2% | +30.6% | +23.9% |
| 30D | +11.8% | +16.8% | -5.0% | +10.6% |
| 3M | +14.9% | -1.6% | +16.5% | +15.0% |
| 6M | -5.6% | -1.0% | -4.7% | -7.3% |
| YTD | -5.6% | -25.8% | +20.2% | -6.0% |
| All | -3.3% | -26.0% | +22.7% | -4.0% |
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 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