+366.2%
MULL vs LDOS
-31.1%
+397.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -2.4% | +26.5% | +21.9% |
| 7D | -2.5% | -1.3% | -1.2% | -3.3% |
| 30D | -40.1% | +10.1% | -50.2% | -34.5% |
| 3M | -28.2% | -4.7% | -23.5% | -28.5% |
| 6M | -39.6% | +5.6% | -45.2% | -26.0% |
| YTD | +262.6% | -25.1% | +287.7% | +283.5% |
| 1Y | +366.2% | -31.7% | +397.9% | +419.6% |
| All | +366.2% | -31.1% | +397.3% | +419.6% |
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 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