+617.1%
MLM vs LDOS
+494.7%
+122.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -2.9% | -5.4% | +2.5% | -0.8% |
| 30D | -6.8% | +4.9% | -11.7% | -8.9% |
| 3M | -11.2% | +7.2% | -18.4% | -14.4% |
| 6M | -21.8% | -24.2% | +2.4% | -13.6% |
| YTD | -17.0% | -25.8% | +8.8% | -7.8% |
| 1Y | -16.4% | -24.7% | +8.3% | -7.8% |
| 3Y | +14.5% | +39.3% | -24.8% | -5.1% |
| 5Y | +41.7% | +43.3% | -1.6% | +13.7% |
| 10Y | +200.0% | +278.6% | -78.5% | +56.1% |
| All | +617.1% | +494.7% | +122.3% | +182.2% |
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