+345.8%
MCK vs LDOS
+39.3%
+306.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.7% |
| 7D | -1.9% | -7.1% | +5.2% | -1.0% |
| 30D | +2.4% | -6.1% | +8.4% | +3.1% |
| 3M | +16.1% | +5.6% | +10.5% | +14.7% |
| 6M | -3.1% | -26.9% | +23.8% | +0.9% |
| YTD | +8.7% | -27.9% | +36.6% | +12.8% |
| 1Y | +28.1% | -26.8% | +54.9% | +32.5% |
| 3Y | +114.1% | +39.6% | +74.5% | +91.2% |
| All | +345.8% | +39.3% | +306.5% | +300.2% |
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 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