+319.3%
MXL vs LDOS
-26.7%
+346.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.9% | +8.9% | +5.3% |
| 7D | +15.5% | -7.1% | +22.6% | +13.6% |
| 30D | -11.3% | -6.1% | -5.3% | -12.4% |
| 3M | -16.1% | +5.6% | -21.7% | -11.5% |
| 6M | +323.0% | -26.9% | +349.9% | +344.3% |
| YTD | +281.5% | -27.9% | +309.5% | +298.7% |
| 1Y | +319.3% | -26.8% | +346.1% | +331.8% |
| All | +319.3% | -26.7% | +346.0% | +331.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling