-32.6%
MOD vs LDOS
-27.6%
-4.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.7% | -22.1% | -21.4% |
| 7D | -31.3% | -2.8% | -28.5% | -31.4% |
| 30D | -46.1% | +13.6% | -59.7% | -46.1% |
| 3M | -51.1% | +4.2% | -55.4% | -50.9% |
| 6M | -62.1% | -8.2% | -53.9% | -59.9% |
| YTD | -26.2% | -24.1% | -2.1% | -21.2% |
| 1Y | -32.6% | -31.2% | -1.3% | -20.5% |
| All | -32.6% | -27.6% | -4.9% | -20.5% |
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