+125.8%
MXL vs LDOS
+254.4%
-128.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.3% | +11.7% |
| 7D | -27.1% | -7.2% | -19.9% | -25.6% |
| 30D | -54.2% | +16.8% | -71.0% | -57.0% |
| 3M | -29.9% | -1.6% | -28.4% | -30.8% |
| 6M | -39.5% | -1.0% | -38.5% | -40.9% |
| YTD | +182.2% | -25.8% | +207.9% | +205.6% |
| 1Y | +231.8% | -31.1% | +262.9% | +272.3% |
| 3Y | +195.9% | +32.8% | +163.1% | +128.9% |
| 5Y | -27.3% | +49.4% | -76.6% | -49.1% |
| All | +125.8% | +254.4% | -128.6% | +32.8% |
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 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