+221.7%
MXL vs LDOS
+274.0%
-52.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | +1.6% | -5.4% | +7.0% | +3.7% |
| 30D | -7.0% | +4.9% | -11.9% | -9.0% |
| 3M | -33.4% | +7.2% | -40.6% | -36.0% |
| 6M | +260.2% | -24.2% | +284.4% | +297.9% |
| YTD | +260.0% | -25.8% | +285.8% | +295.7% |
| 1Y | +303.5% | -24.7% | +328.2% | +340.0% |
| 3Y | +160.4% | +39.3% | +121.2% | +99.1% |
| 5Y | +14.7% | +43.3% | -28.6% | -16.4% |
| All | +221.7% | +274.0% | -52.3% | +58.1% |
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