-39.6%
MOD vs LDOS
-31.3%
-8.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | -34.2% | -3.7% | -30.5% | -34.3% |
| 30D | -51.9% | +16.4% | -68.3% | -52.0% |
| 3M | -53.0% | +7.4% | -60.5% | -52.9% |
| 6M | -66.4% | -0.3% | -66.0% | -64.9% |
| YTD | -31.5% | -24.0% | -7.5% | -27.2% |
| 1Y | -39.6% | -29.6% | -10.0% | -29.8% |
| All | -39.6% | -31.3% | -8.3% | -29.8% |
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