+67.5%
MAS vs LDOS
+35.2%
+32.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.5% |
| 7D | +14.2% | -2.8% | +17.0% | +14.9% |
| 30D | +26.8% | +13.6% | +13.2% | +23.3% |
| 3M | +13.1% | +4.2% | +8.9% | +11.9% |
| 6M | +27.9% | -8.2% | +36.1% | +29.3% |
| YTD | +38.7% | -24.1% | +62.8% | +45.6% |
| 1Y | +40.4% | -31.2% | +71.6% | +51.5% |
| All | +67.5% | +35.2% | +32.2% | +38.2% |
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 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