+359.6%
MTUM vs LDOS
+258.9%
+100.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | +4.1% | -4.2% | +8.3% | +5.5% |
| 30D | +0.6% | -7.9% | +8.5% | +3.0% |
| 3M | -0.6% | +4.1% | -4.7% | -2.7% |
| 6M | +25.3% | -28.2% | +53.5% | +38.5% |
| YTD | +23.8% | -28.5% | +52.4% | +35.9% |
| 1Y | +25.4% | -27.7% | +53.1% | +36.6% |
| 3Y | +117.3% | +38.4% | +78.9% | +78.9% |
| 5Y | +79.7% | +38.0% | +41.7% | +45.3% |
| 10Y | +359.6% | +262.1% | +97.5% | +175.8% |
| All | +359.6% | +258.9% | +100.7% | +175.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling