+186.5%
MLM vs LDOS
+256.7%
-70.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -1.2% | -3.7% | +2.5% | +0.2% |
| 30D | +7.9% | +16.4% | -8.4% | +1.4% |
| 3M | -4.5% | +7.4% | -11.9% | -7.8% |
| 6M | -12.6% | -0.3% | -12.3% | -13.6% |
| YTD | -14.9% | -24.0% | +9.2% | -6.4% |
| 1Y | -13.1% | -29.6% | +16.5% | -1.3% |
| 3Y | +21.2% | +35.1% | -13.9% | +0.1% |
| 5Y | +32.0% | +52.9% | -20.9% | +0.5% |
| All | +186.5% | +256.7% | -70.2% | +21.3% |
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