+533.0%
MCHP vs LDOS
+495.0%
+38.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -2.3% | -7.7% | -9.1% |
| 7D | -24.6% | -7.2% | -17.4% | -22.4% |
| 30D | -25.2% | +16.8% | -42.1% | -30.0% |
| 3M | -21.1% | -1.6% | -19.5% | -21.2% |
| 6M | -42.7% | -1.0% | -41.7% | -43.5% |
| YTD | -6.9% | -25.8% | +18.9% | +1.6% |
| 1Y | +0.9% | -31.1% | +32.0% | +13.7% |
| 3Y | -16.2% | +32.8% | -49.0% | -30.8% |
| 5Y | -24.1% | +49.4% | -73.5% | -42.1% |
| 10Y | +134.1% | +253.9% | -119.8% | +24.8% |
| All | +533.0% | +495.0% | +38.0% | +152.2% |
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