+1,996.9%
MCK vs LDOS
+494.7%
+1,502.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +1.7% | -5.4% | +7.2% | +3.5% |
| 30D | +3.6% | +4.9% | -1.3% | +1.8% |
| 3M | +20.1% | +7.2% | +12.9% | +16.5% |
| 6M | -7.0% | -24.2% | +17.2% | +0.5% |
| YTD | +11.0% | -25.8% | +36.8% | +19.7% |
| 1Y | +31.8% | -24.7% | +56.5% | +41.2% |
| 3Y | +123.1% | +39.3% | +83.9% | +87.8% |
| 5Y | +351.7% | +43.3% | +308.4% | +268.7% |
| 10Y | +435.4% | +278.6% | +156.9% | +208.1% |
| All | +1,996.9% | +494.7% | +1,502.1% | +874.4% |
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