+55.5%
MDT vs LDOS
+33.8%
+21.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.4% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | +10.5% | +10.1% | +0.4% | +8.7% |
| 3M | +13.0% | -4.7% | +17.6% | +13.5% |
| 6M | +38.7% | +5.6% | +33.1% | +36.7% |
| YTD | +8.5% | -25.1% | +33.6% | +11.6% |
| 1Y | +10.0% | -31.7% | +41.7% | +14.7% |
| All | +55.5% | +33.8% | +21.7% | +49.7% |
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