+346.4%
MAS vs LDOS
+494.7%
-148.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -0.8% | -5.4% | +4.7% | +1.7% |
| 30D | -5.6% | +4.9% | -10.5% | -7.9% |
| 3M | +4.4% | +7.2% | -2.7% | +0.5% |
| 6M | +7.2% | -24.2% | +31.5% | +19.6% |
| YTD | +16.1% | -25.8% | +41.9% | +29.4% |
| 1Y | +0.1% | -24.7% | +24.8% | +10.5% |
| 3Y | +28.3% | +39.3% | -11.0% | +2.4% |
| 5Y | +30.5% | +43.3% | -12.8% | +0.2% |
| 10Y | +139.1% | +278.6% | -139.4% | +6.4% |
| All | +346.4% | +494.7% | -148.4% | +37.8% |
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