+74.8%
MTZ vs LDOS
+49.1%
+25.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.3% | +11.8% | +10.0% |
| 7D | -6.4% | -7.2% | +0.8% | -5.2% |
| 30D | -22.1% | +16.8% | -38.9% | -24.9% |
| 3M | -32.7% | -1.6% | -31.1% | -32.7% |
| 6M | -59.8% | -1.0% | -58.8% | -59.7% |
| YTD | -19.9% | -25.8% | +5.9% | -13.1% |
| 1Y | -11.5% | -31.1% | +19.6% | -1.4% |
| 3Y | +258.1% | +32.8% | +225.3% | +205.9% |
| All | +74.8% | +49.1% | +25.7% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling