+498.3%
LDOS vs MKC
+302.1%
+196.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.2% |
| 7D | -7.2% | +2.3% | -9.6% | -8.0% |
| 30D | +16.8% | +8.1% | +8.7% | +13.6% |
| 3M | -1.6% | -6.4% | +4.8% | +0.5% |
| 6M | -1.0% | +1.8% | -2.8% | -2.2% |
| YTD | -25.8% | -26.9% | +1.1% | -18.5% |
| 1Y | -31.1% | -21.7% | -9.4% | -26.3% |
| 3Y | +32.8% | -18.7% | +51.5% | +36.4% |
| 5Y | +49.4% | -32.8% | +82.2% | +61.0% |
| 10Y | +253.9% | +27.0% | +226.9% | +178.4% |
| All | +498.3% | +302.1% | +196.2% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling