+797.3%
MRVL vs LDOS
+509.1%
+288.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.1% | -16.5% | -16.5% |
| 7D | -38.8% | -3.7% | -35.1% | -38.2% |
| 30D | -53.5% | +16.4% | -69.8% | -56.3% |
| 3M | -36.7% | +7.4% | -44.1% | -39.2% |
| 6M | -20.8% | -0.3% | -20.5% | -22.6% |
| YTD | +57.4% | -24.0% | +81.4% | +69.1% |
| 1Y | +44.0% | -29.6% | +73.6% | +59.4% |
| 3Y | +162.2% | +35.1% | +127.1% | +115.8% |
| 5Y | +89.2% | +52.9% | +36.3% | +44.7% |
| 10Y | +1,042.7% | +262.2% | +780.5% | +483.2% |
| All | +797.3% | +509.1% | +288.2% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling