+599.3%
MTUM vs LDOS
+625.9%
-26.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +1.7% | -5.4% | +7.1% | +3.3% |
| 30D | -1.7% | +4.9% | -6.5% | -3.2% |
| 3M | -6.3% | +7.2% | -13.5% | -8.9% |
| 6M | +21.8% | -24.2% | +46.1% | +31.0% |
| YTD | +22.0% | -25.8% | +47.8% | +31.2% |
| 1Y | +25.3% | -24.7% | +50.1% | +33.8% |
| 3Y | +112.1% | +39.3% | +72.9% | +81.4% |
| 5Y | +76.2% | +43.3% | +32.9% | +47.0% |
| 10Y | +340.1% | +278.6% | +61.6% | +182.8% |
| All | +599.3% | +625.9% | -26.6% | +295.6% |
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 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