+953.2%
MULL vs LDOS
-32.7%
+985.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.3% | +11.4% | +8.9% |
| 7D | -42.7% | -7.2% | -35.5% | -43.0% |
| 30D | -63.8% | +16.8% | -80.6% | -63.6% |
| 3M | -49.0% | -1.6% | -47.5% | -48.8% |
| 6M | -38.2% | -1.0% | -37.2% | -33.9% |
| YTD | +167.0% | -25.8% | +192.8% | +214.7% |
| 1Y | +247.7% | -31.1% | +278.8% | +340.2% |
| All | +953.2% | -32.7% | +985.9% | +938.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling