+210.8%
MGY vs LDOS
+179.6%
+31.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +1.5% | -4.2% | +5.7% | +3.2% |
| 30D | +6.8% | -7.9% | +14.7% | +10.2% |
| 3M | +2.6% | +4.1% | -1.5% | -0.1% |
| 6M | -3.1% | -28.2% | +25.1% | +9.9% |
| YTD | +29.4% | -28.5% | +57.9% | +45.4% |
| 1Y | +22.3% | -27.7% | +50.0% | +36.2% |
| 3Y | +26.6% | +38.4% | -11.8% | -1.3% |
| 5Y | +92.1% | +38.0% | +54.1% | +48.3% |
| All | +210.8% | +179.6% | +31.2% | +115.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling