-13.1%
MLM vs LDOS
-31.3%
+18.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -1.2% | -3.7% | +2.5% | -0.3% |
| 30D | +7.9% | +16.4% | -8.4% | +4.0% |
| 3M | -4.5% | +7.4% | -11.9% | -6.5% |
| 6M | -12.6% | -0.3% | -12.3% | -12.5% |
| YTD | -14.9% | -24.0% | +9.2% | -4.4% |
| 1Y | -13.1% | -29.6% | +16.5% | +0.8% |
| All | -13.1% | -31.3% | +18.2% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling