+213.3%
MCD vs LDOS
+254.8%
-41.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +7.3% | +1.9% | +5.4% | +6.8% |
| 30D | +20.0% | +12.8% | +7.2% | +16.2% |
| 3M | +3.8% | -1.0% | +4.8% | +3.8% |
| 6M | +3.8% | +6.2% | -2.4% | +1.3% |
| YTD | -5.9% | -23.2% | +17.4% | -0.7% |
| 1Y | -3.2% | -29.5% | +26.2% | +4.5% |
| 3Y | +13.3% | +37.1% | -23.8% | -3.1% |
| 5Y | +25.2% | +55.6% | -30.4% | +0.5% |
| 10Y | +213.3% | +249.4% | -36.1% | +113.7% |
| All | +213.3% | +254.8% | -41.5% | +113.7% |
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