+156.7%
MXL vs LDOS
+262.7%
-106.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.3% | +11.4% | +12.9% |
| 7D | -8.8% | -5.8% | -3.0% | -7.3% |
| 30D | -41.9% | +11.6% | -53.4% | -44.4% |
| 3M | -25.4% | -1.0% | -24.4% | -26.4% |
| 6M | -44.0% | +5.1% | -49.0% | -46.5% |
| YTD | +220.8% | -24.0% | +244.8% | +245.1% |
| 1Y | +278.8% | -30.3% | +309.1% | +324.6% |
| 3Y | +249.4% | +37.0% | +212.5% | +167.4% |
| 5Y | -17.3% | +53.4% | -70.7% | -42.6% |
| 10Y | +156.7% | +252.0% | -95.3% | +50.0% |
| All | +156.7% | +262.7% | -106.0% | +50.0% |
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 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