+973.6%
MRVL vs LDOS
+508.5%
+465.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -7.3% |
| 7D | -36.5% | -2.8% | -33.7% | -36.0% |
| 30D | -41.1% | +13.6% | -54.7% | -44.2% |
| 3M | -26.9% | +4.2% | -31.1% | -29.0% |
| 6M | -2.3% | -8.2% | +5.9% | -1.6% |
| YTD | +88.4% | -24.1% | +112.5% | +102.4% |
| 1Y | +82.7% | -31.2% | +114.0% | +104.1% |
| 3Y | +213.8% | +35.0% | +178.8% | +158.4% |
| 5Y | +127.4% | +52.6% | +74.8% | +74.1% |
| 10Y | +1,267.3% | +261.9% | +1,005.4% | +598.1% |
| All | +973.6% | +508.5% | +465.2% | +302.2% |
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