+43.1%
MOD vs LDOS
-24.0%
+67.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | +9.6% | -5.4% | +15.0% | +10.0% |
| 30D | 0.0% | +4.9% | -4.9% | -0.3% |
| 3M | -35.4% | +7.2% | -42.6% | -34.3% |
| 6M | -7.3% | -24.2% | +17.0% | +1.4% |
| YTD | +45.8% | -25.8% | +71.6% | +57.2% |
| 1Y | +43.1% | -24.7% | +67.9% | +52.5% |
| All | +43.1% | -24.0% | +67.2% | +52.5% |
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