+675.3%
MLM vs LDOS
+508.5%
+166.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.1% |
| 7D | +9.1% | -2.8% | +11.9% | +10.3% |
| 30D | +14.6% | +13.6% | +1.0% | +8.7% |
| 3M | +0.3% | +4.2% | -3.9% | -2.1% |
| 6M | -7.5% | -8.2% | +0.7% | -5.6% |
| YTD | -10.2% | -24.1% | +13.9% | -1.6% |
| 1Y | -10.5% | -31.2% | +20.7% | +2.1% |
| 3Y | +27.8% | +35.0% | -7.2% | +7.2% |
| 5Y | +38.9% | +52.6% | -13.7% | +8.2% |
| 10Y | +211.4% | +261.9% | -50.5% | +64.6% |
| All | +675.3% | +508.5% | +166.8% | +201.1% |
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