+118.8%
MRVL vs LDOS
+48.3%
+70.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.2% | -4.6% |
| 7D | +11.0% | -1.6% | +12.6% | +11.3% |
| 30D | -36.1% | +8.2% | -44.3% | -37.2% |
| 3M | -29.4% | -8.2% | -21.3% | -28.6% |
| 6M | -11.9% | +5.8% | -17.7% | -13.5% |
| YTD | +84.8% | -27.0% | +111.8% | +99.1% |
| 1Y | +79.4% | -31.0% | +110.4% | +96.8% |
| 3Y | +195.7% | +29.3% | +166.5% | +156.6% |
| All | +118.8% | +48.3% | +70.6% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling