+574.0%
MCHP vs LDOS
+500.4%
+73.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +4.0% |
| 7D | -17.5% | -1.3% | -16.2% | -17.1% |
| 30D | -15.8% | +10.1% | -26.0% | -19.3% |
| 3M | -22.9% | -4.7% | -18.2% | -22.0% |
| 6M | -36.6% | +5.6% | -42.1% | -39.1% |
| YTD | -0.8% | -25.1% | +24.3% | +7.8% |
| 1Y | +16.5% | -31.7% | +48.2% | +31.8% |
| 3Y | -13.6% | +33.7% | -47.3% | -28.8% |
| 5Y | -17.0% | +54.4% | -71.4% | -37.6% |
| 10Y | +137.7% | +236.4% | -98.7% | +29.3% |
| All | +574.0% | +500.4% | +73.6% | +167.5% |
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