+297.2%
MTZ vs LDOS
+35.8%
+261.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.3% | +6.3% | +8.3% |
| 7D | -2.4% | -5.8% | +3.4% | -1.8% |
| 30D | -11.1% | +11.6% | -22.7% | -12.5% |
| 3M | -30.6% | -1.0% | -29.6% | -30.5% |
| 6M | -54.4% | +5.1% | -59.4% | -54.2% |
| YTD | -13.0% | -24.0% | +11.0% | -5.4% |
| 1Y | -5.7% | -30.3% | +24.6% | +5.6% |
| 3Y | +297.2% | +37.0% | +260.2% | +205.2% |
| All | +297.2% | +35.8% | +261.3% | +205.2% |
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