-20.2%
MTZ vs LDOS
-31.3%
+11.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -10.6% | -3.7% | -6.9% | -11.0% |
| 30D | -30.4% | +16.4% | -46.8% | -29.0% |
| 3M | -40.4% | +7.4% | -47.8% | -39.6% |
| 6M | -63.7% | -0.3% | -63.3% | -61.2% |
| YTD | -26.9% | -24.0% | -2.9% | -20.4% |
| 1Y | -20.2% | -29.6% | +9.4% | -9.9% |
| All | -20.2% | -31.3% | +11.1% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling