+501.4%
MTZ vs LDOS
+248.5%
+252.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.3% | +11.8% | +10.5% |
| 7D | -6.4% | -7.2% | +0.8% | -3.8% |
| 30D | -22.1% | +16.8% | -38.9% | -27.6% |
| 3M | -32.7% | -1.6% | -31.1% | -33.0% |
| 6M | -59.8% | -1.0% | -58.8% | -60.6% |
| YTD | -19.9% | -25.8% | +5.9% | -11.3% |
| 1Y | -11.5% | -31.1% | +19.6% | +1.8% |
| 3Y | +258.1% | +32.8% | +225.3% | +178.4% |
| 5Y | +85.5% | +49.4% | +36.1% | +30.0% |
| All | +501.4% | +248.5% | +252.9% | +101.3% |
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