+92.3%
MA vs LDOS
+49.1%
+43.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | +2.3% | -7.2% | +9.5% | +3.7% |
| 30D | +14.7% | +16.8% | -2.2% | +11.3% |
| 3M | +13.5% | -1.6% | +15.1% | +13.6% |
| 6M | +33.1% | -1.0% | +34.1% | +32.6% |
| YTD | +15.1% | -25.8% | +40.8% | +20.6% |
| 1Y | +18.7% | -31.1% | +49.8% | +26.5% |
| 3Y | +72.1% | +32.8% | +39.3% | +51.0% |
| All | +92.3% | +49.1% | +43.2% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling