+475.1%
MULL vs LDOS
-27.6%
+502.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.7% | -14.5% | -13.1% |
| 7D | -35.9% | -2.8% | -33.1% | -37.0% |
| 30D | -47.3% | +13.6% | -60.9% | -40.5% |
| 3M | -30.6% | +4.2% | -34.8% | -25.9% |
| 6M | +13.7% | -8.2% | +21.9% | +33.4% |
| YTD | +272.1% | -24.1% | +296.2% | +299.7% |
| 1Y | +475.1% | -31.2% | +506.3% | +502.4% |
| All | +475.1% | -27.6% | +502.7% | +502.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling