-19.1%
MXL vs LDOS
+48.3%
-67.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | +13.4% | -1.6% | +15.0% | +13.5% |
| 30D | -29.2% | +8.2% | -37.5% | -29.8% |
| 3M | -27.2% | -8.2% | -19.1% | -26.6% |
| 6M | -36.4% | +5.8% | -42.3% | -36.8% |
| YTD | +220.0% | -27.0% | +247.0% | +242.5% |
| 1Y | +304.8% | -31.0% | +335.8% | +340.8% |
| 3Y | +238.5% | +29.3% | +209.2% | +198.1% |
| All | -19.1% | +48.3% | -67.4% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling