+1,358.7%
MTZ vs LDOS
+508.5%
+850.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.7% | -16.1% | -15.7% |
| 7D | -7.4% | -2.8% | -4.6% | -6.4% |
| 30D | -23.6% | +13.6% | -37.2% | -28.7% |
| 3M | -38.3% | +4.2% | -42.5% | -40.5% |
| 6M | -60.6% | -8.2% | -52.4% | -60.2% |
| YTD | -22.9% | -24.1% | +1.2% | -15.7% |
| 1Y | -14.3% | -31.2% | +16.9% | -1.3% |
| 3Y | +225.0% | +35.0% | +190.0% | +152.8% |
| 5Y | +87.2% | +52.6% | +34.6% | +31.9% |
| 10Y | +470.1% | +261.9% | +208.2% | +146.0% |
| All | +1,358.7% | +508.5% | +850.3% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling