+199.8%
MGY vs LDOS
+190.3%
+9.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +2.1% | -5.4% | +7.5% | +4.3% |
| 30D | +13.8% | +4.9% | +8.9% | +11.5% |
| 3M | -4.3% | +7.2% | -11.5% | -7.8% |
| 6M | -5.1% | -24.2% | +19.2% | +5.4% |
| YTD | +24.8% | -25.8% | +50.6% | +38.2% |
| 1Y | +11.8% | -24.7% | +36.5% | +22.6% |
| 3Y | +23.5% | +39.3% | -15.8% | -3.5% |
| 5Y | +87.5% | +43.3% | +44.2% | +42.7% |
| All | +199.8% | +190.3% | +9.4% | +104.8% |
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