-17.3%
MCHP vs LDOS
+48.3%
-65.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +5.7% | -1.6% | +7.3% | +6.1% |
| 30D | -13.4% | +8.2% | -21.7% | -15.1% |
| 3M | -20.1% | -8.2% | -12.0% | -18.8% |
| 6M | -35.5% | +5.8% | -41.4% | -36.7% |
| YTD | -1.6% | -27.0% | +25.4% | +5.7% |
| 1Y | +15.5% | -31.0% | +46.5% | +26.6% |
| 3Y | -13.2% | +29.3% | -42.5% | -23.7% |
| All | -17.3% | +48.3% | -65.6% | -31.4% |
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