+130.2%
MP vs LDOS
+35.2%
+94.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.8% | -5.3% |
| 7D | -12.5% | -2.8% | -9.7% | -11.9% |
| 30D | -23.3% | +13.6% | -36.9% | -26.4% |
| 3M | -24.4% | +4.2% | -28.6% | -25.6% |
| 6M | -45.8% | -8.2% | -37.6% | -44.3% |
| YTD | -28.9% | -24.1% | -4.8% | -22.3% |
| 1Y | -34.6% | -31.2% | -3.4% | -26.3% |
| All | +130.2% | +35.2% | +94.9% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling