+343.3%
MULL vs LDOS
-31.9%
+375.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.7% | -5.5% |
| 7D | +24.5% | -1.6% | +26.2% | +22.8% |
| 30D | -35.5% | +8.2% | -43.8% | -30.6% |
| 3M | -44.8% | -8.2% | -36.6% | -46.8% |
| 6M | -45.5% | +5.8% | -51.3% | -34.0% |
| YTD | +232.5% | -27.0% | +259.5% | +241.8% |
| 1Y | +343.3% | -31.0% | +374.2% | +377.0% |
| All | +343.3% | -31.9% | +375.1% | +377.0% |
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 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