+236.4%
LDOS vs MKC
+25.5%
+210.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -1.3% | -7.0% | +5.7% | +0.7% |
| 30D | +10.1% | +4.1% | +6.0% | +8.8% |
| 3M | -4.7% | -10.3% | +5.6% | -1.9% |
| 6M | +5.6% | +1.7% | +3.9% | +4.5% |
| YTD | -25.1% | -29.1% | +4.0% | -18.4% |
| 1Y | -31.7% | -26.0% | -5.7% | -26.6% |
| 3Y | +33.7% | -21.5% | +55.2% | +37.7% |
| 5Y | +54.4% | -35.0% | +89.4% | +65.6% |
| 10Y | +236.4% | +25.6% | +210.8% | +207.3% |
| All | +236.4% | +25.5% | +210.9% | +207.3% |
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