+244.7%
MET vs LDOS
+509.1%
-264.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -0.5% | -3.7% | +3.2% | +1.3% |
| 30D | +3.3% | +16.4% | -13.1% | -5.1% |
| 3M | +4.2% | +7.4% | -3.2% | -0.6% |
| 6M | +27.3% | -0.3% | +27.7% | +25.0% |
| YTD | +29.8% | -24.0% | +53.8% | +44.5% |
| 1Y | +30.2% | -29.6% | +59.8% | +51.0% |
| 3Y | +77.6% | +35.1% | +42.5% | +35.3% |
| 5Y | +82.3% | +52.9% | +29.4% | +24.9% |
| 10Y | +233.0% | +262.2% | -29.2% | +33.3% |
| All | +244.7% | +509.1% | -264.3% | -10.1% |
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