+9,104.1%
MA vs LDOS
+494.7%
+8,609.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.7% | -5.4% | +2.7% | -0.6% |
| 30D | +1.5% | +4.9% | -3.4% | -0.7% |
| 3M | +20.4% | +7.2% | +13.2% | +16.0% |
| 6M | +11.1% | -24.2% | +35.4% | +22.8% |
| YTD | +2.0% | -25.8% | +27.8% | +12.3% |
| 1Y | -2.2% | -24.7% | +22.6% | +6.8% |
| 3Y | +41.9% | +39.3% | +2.6% | +14.0% |
| 5Y | +75.4% | +43.3% | +32.0% | +35.7% |
| 10Y | +527.5% | +278.6% | +249.0% | +217.4% |
| All | +9,104.1% | +494.7% | +8,609.3% | +3,457.2% |
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