+409.9%
MCK vs LDOS
+48.3%
+361.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +4.0% | -1.6% | +5.6% | +4.2% |
| 30D | +12.9% | +8.2% | +4.7% | +11.6% |
| 3M | +28.9% | -8.2% | +37.0% | +30.1% |
| 6M | +49.9% | +5.8% | +44.1% | +47.7% |
| YTD | +34.8% | -27.0% | +61.8% | +39.6% |
| 1Y | +30.8% | -31.0% | +61.8% | +36.8% |
| 3Y | +137.4% | +29.3% | +108.2% | +114.7% |
| All | +409.9% | +48.3% | +361.6% | +362.5% |
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 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