+41.3%
LDOS vs MKC
-29.9%
+71.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -5.4% | -5.9% | +0.5% | -4.8% |
| 30D | +4.9% | -0.9% | +5.8% | +5.1% |
| 3M | +7.2% | +12.7% | -5.5% | +5.9% |
| 6M | -24.2% | -19.3% | -5.0% | -22.8% |
| YTD | -25.8% | -22.2% | -3.6% | -24.1% |
| 1Y | -24.7% | -23.3% | -1.4% | -22.9% |
| All | +41.3% | -29.9% | +71.1% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling