+47.6%
LDOS vs MKC
-32.7%
+80.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.8% |
| 7D | -7.2% | +2.3% | -9.6% | -7.5% |
| 30D | +16.8% | +8.1% | +8.7% | +15.4% |
| 3M | -1.6% | -6.4% | +4.8% | -0.7% |
| 6M | -1.0% | +1.8% | -2.8% | -1.4% |
| YTD | -25.8% | -26.9% | +1.1% | -22.6% |
| 1Y | -31.1% | -21.7% | -9.4% | -29.1% |
| 3Y | +32.8% | -18.7% | +51.5% | +34.2% |
| All | +47.6% | -32.7% | +80.3% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling