+178.8%
MXL vs LDOS
+228.4%
-49.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.0% |
| 7D | +33.1% | -3.5% | +36.5% | +34.4% |
| 30D | -33.5% | +9.5% | -43.0% | -36.1% |
| 3M | -20.7% | -6.3% | -14.4% | -20.3% |
| 6M | -35.9% | +2.8% | -38.7% | -38.4% |
| YTD | +238.3% | -26.6% | +264.9% | +267.7% |
| 1Y | +296.2% | -31.3% | +327.5% | +344.5% |
| 3Y | +254.1% | +30.9% | +223.2% | +174.8% |
| 5Y | -14.1% | +49.4% | -63.5% | -40.2% |
| All | +178.8% | +228.4% | -49.6% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling