+37.1%
LDOS vs MKC
-21.4%
+58.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.4% |
| 7D | +1.9% | -2.4% | +4.3% | +2.2% |
| 30D | +12.8% | +5.4% | +7.4% | +12.1% |
| 3M | -1.0% | -11.1% | +10.1% | +0.3% |
| 6M | +6.2% | -1.4% | +7.6% | +6.3% |
| YTD | -23.2% | -29.4% | +6.2% | -20.7% |
| 1Y | -29.5% | -24.7% | -4.8% | -27.9% |
| 3Y | +37.1% | -21.8% | +58.9% | +38.9% |
| All | +37.1% | -21.4% | +58.5% | +38.9% |
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