+46.9%
MCK vs LDOS
+2.4%
+44.6%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | +0.5% | -3.5% | +3.9% | +0.8% |
| 30D | +12.0% | +9.5% | +2.4% | +11.0% |
| 3M | +22.7% | -6.3% | +29.0% | +22.5% |
| 6M | +46.9% | +2.8% | +44.1% | +43.0% |
| All | +46.9% | +2.4% | +44.6% | +43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling