+153.6%
MGY vs LDOS
+197.2%
-43.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.3% | -6.5% | -5.1% |
| 7D | -9.5% | -5.8% | -3.7% | -7.5% |
| 30D | -5.9% | +11.6% | -17.5% | -10.1% |
| 3M | -9.0% | -1.0% | -8.0% | -9.2% |
| 6M | -17.4% | +5.1% | -22.4% | -20.3% |
| YTD | +5.6% | -24.0% | +29.6% | +15.1% |
| 1Y | +6.0% | -30.3% | +36.2% | +20.0% |
| 3Y | +15.6% | +37.0% | -21.3% | -9.1% |
| 5Y | +20.2% | +53.4% | -33.1% | -11.7% |
| All | +153.6% | +197.2% | -43.6% | +70.6% |
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