+177.3%
MCD vs LDOS
+278.0%
-100.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -2.8% | -5.4% | +2.6% | -1.5% |
| 30D | -6.0% | +4.9% | -10.9% | -7.3% |
| 3M | -5.6% | +7.2% | -12.8% | -7.8% |
| 6M | -21.9% | -24.2% | +2.4% | -16.6% |
| YTD | -14.7% | -25.8% | +11.1% | -9.1% |
| 1Y | -17.3% | -24.7% | +7.4% | -12.5% |
| 3Y | -2.2% | +39.3% | -41.4% | -16.7% |
| 5Y | +20.3% | +43.3% | -23.0% | -0.5% |
| All | +177.3% | +278.0% | -100.7% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling