-42.7%
MCHP vs LDOS
-1.7%
-41.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -2.3% | -7.7% | -10.1% |
| 7D | -24.6% | -7.2% | -17.4% | -25.0% |
| 30D | -25.2% | +16.8% | -42.1% | -24.6% |
| 3M | -21.1% | -1.6% | -19.5% | -20.9% |
| 6M | -42.7% | -1.0% | -41.7% | -36.3% |
| All | -42.7% | -1.7% | -41.0% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling