+512.4%
LDOS vs MKC
+315.9%
+196.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.7% | +7.0% | -10.7% | -5.9% |
| 30D | +16.4% | +11.4% | +4.9% | +12.0% |
| 3M | +7.4% | -3.7% | +11.1% | +8.6% |
| 6M | -0.3% | +5.3% | -5.6% | -2.7% |
| YTD | -24.0% | -24.4% | +0.4% | -17.6% |
| 1Y | -29.6% | -19.7% | -9.9% | -25.4% |
| 3Y | +35.1% | -16.3% | +51.4% | +37.4% |
| 5Y | +52.9% | -30.5% | +83.4% | +62.9% |
| 10Y | +262.2% | +31.3% | +230.9% | +181.7% |
| All | +512.4% | +315.9% | +196.6% | +209.3% |
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 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