+2,523.1%
MULL vs LDOS
-32.8%
+2,555.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.5% | +11.3% | +11.8% |
| 7D | +17.3% | -5.4% | +22.7% | +17.5% |
| 30D | +23.5% | +4.9% | +18.6% | +23.0% |
| 3M | -24.0% | +7.2% | -31.2% | -21.5% |
| 6M | +276.7% | -24.2% | +301.0% | +356.3% |
| YTD | +565.1% | -25.8% | +590.9% | +679.5% |
| 1Y | +2,802.6% | -24.7% | +2,827.3% | +3,229.0% |
| All | +2,523.1% | -32.8% | +2,555.9% | +2,473.0% |
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 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