+252.0%
LDOS vs MKC
+25.4%
+226.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.6% |
| 7D | -5.8% | -1.9% | -3.9% | -5.3% |
| 30D | +11.6% | +8.0% | +3.6% | +9.1% |
| 3M | -1.0% | -8.6% | +7.6% | +1.4% |
| 6M | +5.1% | +1.1% | +4.0% | +4.2% |
| YTD | -24.0% | -27.7% | +3.6% | -17.7% |
| 1Y | -30.3% | -23.7% | -6.6% | -25.8% |
| 3Y | +37.0% | -19.4% | +56.4% | +40.0% |
| 5Y | +53.4% | -33.3% | +86.7% | +63.2% |
| 10Y | +252.0% | +24.0% | +228.0% | +225.5% |
| All | +252.0% | +25.4% | +226.6% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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