+22.6%
MCD vs LDOS
+52.0%
-29.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +8.0% | -3.7% | +11.7% | +8.6% |
| 30D | +19.6% | +16.4% | +3.2% | +17.1% |
| 3M | +2.2% | +7.4% | -5.2% | +1.0% |
| 6M | -1.1% | -0.3% | -0.8% | -1.8% |
| YTD | -7.2% | -24.0% | +16.8% | -4.9% |
| 1Y | -6.7% | -29.6% | +22.9% | -3.3% |
| 3Y | +11.6% | +35.1% | -23.5% | +0.8% |
| 5Y | +22.6% | +52.9% | -30.3% | +11.1% |
| All | +22.6% | +52.0% | -29.3% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling