+257.8%
MXL vs LDOS
+31.0%
+226.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.9% |
| 7D | +33.1% | -3.5% | +36.5% | +32.5% |
| 30D | -33.5% | +9.5% | -43.0% | -33.0% |
| 3M | -20.7% | -6.3% | -14.4% | -20.0% |
| 6M | -35.9% | +2.8% | -38.7% | -34.3% |
| YTD | +238.3% | -26.6% | +264.9% | +262.9% |
| 1Y | +296.2% | -31.3% | +327.5% | +333.3% |
| All | +257.8% | +31.0% | +226.7% | +253.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling