+72.1%
MA vs LDOS
+35.8%
+36.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.2% |
| 7D | -0.3% | -5.8% | +5.5% | +0.5% |
| 30D | +11.3% | +11.6% | -0.3% | +9.7% |
| 3M | +16.7% | -1.0% | +17.7% | +16.6% |
| 6M | +32.8% | +5.1% | +27.7% | +31.1% |
| YTD | +15.6% | -24.0% | +39.7% | +18.7% |
| 1Y | +19.6% | -30.3% | +49.9% | +24.4% |
| 3Y | +72.1% | +37.0% | +35.1% | +62.1% |
| All | +72.1% | +35.8% | +36.3% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling