+255.0%
MET vs LDOS
+278.0%
-23.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +1.2% | -5.4% | +6.6% | +3.7% |
| 30D | +1.4% | +4.9% | -3.5% | -1.2% |
| 3M | +17.7% | +7.2% | +10.5% | +12.7% |
| 6M | +35.0% | -24.2% | +59.2% | +52.1% |
| YTD | +26.3% | -25.8% | +52.1% | +41.6% |
| 1Y | +22.8% | -24.7% | +47.5% | +36.1% |
| 3Y | +65.9% | +39.3% | +26.7% | +24.4% |
| 5Y | +85.4% | +43.3% | +42.0% | +32.3% |
| All | +255.0% | +278.0% | -23.0% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling