+2,446.8%
MCK vs LDOS
+485.4%
+1,961.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +4.0% | -1.6% | +5.6% | +4.5% |
| 30D | +12.9% | +8.2% | +4.7% | +10.0% |
| 3M | +28.9% | -8.2% | +37.0% | +31.7% |
| 6M | +49.9% | +5.8% | +44.1% | +45.5% |
| YTD | +34.8% | -27.0% | +61.8% | +45.7% |
| 1Y | +30.8% | -31.0% | +61.8% | +44.0% |
| 3Y | +137.4% | +29.3% | +108.2% | +104.9% |
| 5Y | +403.3% | +48.7% | +354.6% | +304.6% |
| 10Y | +731.9% | +228.0% | +504.0% | +401.1% |
| All | +2,446.8% | +485.4% | +1,961.4% | +1,085.7% |
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