+19.3%
MA vs LDOS
-31.3%
+50.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +3.2% | -3.7% | +6.9% | +3.6% |
| 30D | +15.9% | +16.4% | -0.4% | +14.1% |
| 3M | +15.2% | +7.4% | +7.7% | +14.0% |
| 6M | +32.4% | -0.3% | +32.7% | +30.6% |
| YTD | +15.6% | -24.0% | +39.7% | +14.9% |
| 1Y | +19.3% | -29.6% | +48.9% | +20.5% |
| All | +19.3% | -31.3% | +50.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling