+433.1%
MAS vs LDOS
+508.5%
-75.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.3% |
| 7D | +14.2% | -2.8% | +17.0% | +15.5% |
| 30D | +26.8% | +13.6% | +13.2% | +19.7% |
| 3M | +13.1% | +4.2% | +8.9% | +10.3% |
| 6M | +27.9% | -8.2% | +36.1% | +30.9% |
| YTD | +38.7% | -24.1% | +62.8% | +52.4% |
| 1Y | +40.4% | -31.2% | +71.6% | +61.3% |
| 3Y | +66.1% | +35.0% | +31.1% | +34.4% |
| 5Y | +47.4% | +52.6% | -5.2% | +9.7% |
| 10Y | +238.3% | +261.9% | -23.5% | +53.8% |
| All | +433.1% | +508.5% | -75.4% | +62.2% |
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