+244.7%
MTZ vs LDOS
+35.2%
+209.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.7% | -16.1% | -15.5% |
| 7D | -7.4% | -2.8% | -4.6% | -7.2% |
| 30D | -23.6% | +13.6% | -37.2% | -25.0% |
| 3M | -38.3% | +4.2% | -42.5% | -38.7% |
| 6M | -60.6% | -8.2% | -52.4% | -59.1% |
| YTD | -22.9% | -24.1% | +1.2% | -16.1% |
| 1Y | -14.3% | -31.2% | +16.9% | -3.5% |
| All | +244.7% | +35.2% | +209.5% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling