+1,964.3%
MTZ vs LDOS
+494.7%
+1,469.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -1.6% | -5.4% | +3.8% | +1.1% |
| 30D | -11.1% | +4.9% | -16.0% | -13.4% |
| 3M | -36.7% | +7.2% | -43.9% | -40.0% |
| 6M | -21.9% | -24.2% | +2.3% | -12.6% |
| YTD | +9.1% | -25.8% | +34.9% | +22.1% |
| 1Y | +30.0% | -24.7% | +54.7% | +44.1% |
| 3Y | +138.5% | +39.3% | +99.2% | +83.4% |
| 5Y | +158.3% | +43.3% | +115.0% | +90.2% |
| 10Y | +700.8% | +278.6% | +422.2% | +240.8% |
| All | +1,964.3% | +494.7% | +1,469.6% | +518.0% |
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