+319.7%
MTUM vs LDOS
+228.4%
+91.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | +10.8% | -3.5% | +14.3% | +11.9% |
| 30D | -11.4% | +9.5% | -20.9% | -14.1% |
| 3M | -11.7% | -6.3% | -5.4% | -10.5% |
| 6M | -8.2% | +2.8% | -11.0% | -10.4% |
| YTD | +11.3% | -26.6% | +37.9% | +20.6% |
| 1Y | +11.0% | -31.3% | +42.3% | +23.2% |
| 3Y | +93.2% | +30.9% | +62.3% | +61.9% |
| 5Y | +54.8% | +49.4% | +5.4% | +20.3% |
| All | +319.7% | +228.4% | +91.3% | +146.5% |
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