-28.0%
MXL vs LDOS
+49.1%
-77.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.3% | +11.1% |
| 7D | -27.1% | -7.2% | -19.9% | -26.9% |
| 30D | -54.2% | +16.8% | -71.0% | -54.8% |
| 3M | -29.9% | -1.6% | -28.4% | -29.9% |
| 6M | -39.5% | -1.0% | -38.5% | -38.8% |
| YTD | +182.2% | -25.8% | +207.9% | +201.8% |
| 1Y | +231.8% | -31.1% | +262.9% | +263.1% |
| 3Y | +195.9% | +32.8% | +163.1% | +160.1% |
| All | -28.0% | +49.1% | -77.2% | -40.2% |
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