+1,283.3%
MTZ vs LDOS
+509.1%
+774.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -10.6% | -3.7% | -6.9% | -9.2% |
| 30D | -30.4% | +16.4% | -46.8% | -35.7% |
| 3M | -40.4% | +7.4% | -47.8% | -43.3% |
| 6M | -63.7% | -0.3% | -63.3% | -64.7% |
| YTD | -26.9% | -24.0% | -2.9% | -20.1% |
| 1Y | -20.2% | -29.6% | +9.4% | -9.2% |
| 3Y | +208.1% | +35.1% | +173.0% | +139.6% |
| 5Y | +69.4% | +52.9% | +16.5% | +19.2% |
| 10Y | +440.6% | +262.2% | +178.4% | +133.2% |
| All | +1,283.3% | +509.1% | +774.2% | +304.6% |
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