+10,338.8%
MA vs LDOS
+509.1%
+9,829.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +3.2% | -3.7% | +6.9% | +4.7% |
| 30D | +15.9% | +16.4% | -0.4% | +8.9% |
| 3M | +15.2% | +7.4% | +7.7% | +11.1% |
| 6M | +32.4% | -0.3% | +32.7% | +30.7% |
| YTD | +15.6% | -24.0% | +39.7% | +25.8% |
| 1Y | +19.3% | -29.6% | +48.9% | +33.9% |
| 3Y | +73.0% | +35.1% | +37.9% | +41.0% |
| 5Y | +93.7% | +52.9% | +40.8% | +45.3% |
| 10Y | +575.0% | +262.2% | +312.7% | +247.1% |
| All | +10,338.8% | +509.1% | +9,829.8% | +3,882.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling