+1,053.2%
MULL vs LDOS
-30.4%
+1,083.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.4% |
| 7D | -32.2% | +1.9% | -34.1% | -32.1% |
| 30D | -55.4% | +12.8% | -68.2% | -55.2% |
| 3M | -41.3% | -1.0% | -40.2% | -40.8% |
| 6M | -44.9% | +6.2% | -51.1% | -41.9% |
| YTD | +192.4% | -23.2% | +215.6% | +245.5% |
| 1Y | +239.4% | -29.5% | +268.9% | +335.5% |
| All | +1,053.2% | -30.4% | +1,083.7% | +1,040.4% |
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 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