+704.7%
MCHP vs LDOS
+494.7%
+209.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +1.7% | -5.4% | +7.1% | +4.0% |
| 30D | -4.1% | +4.9% | -9.0% | -6.3% |
| 3M | -22.5% | +7.2% | -29.7% | -25.6% |
| 6M | +7.3% | -24.2% | +31.5% | +18.4% |
| YTD | +18.4% | -25.8% | +44.2% | +30.1% |
| 1Y | +18.1% | -24.7% | +42.8% | +28.7% |
| 3Y | -2.8% | +39.3% | -42.1% | -21.0% |
| 5Y | +5.5% | +43.3% | -37.8% | -17.6% |
| 10Y | +185.8% | +278.6% | -92.8% | +49.3% |
| All | +704.7% | +494.7% | +209.9% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling