+388.8%
MCO vs LDOS
+258.9%
+129.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -3.1% | -4.2% | +1.1% | -1.5% |
| 30D | -0.5% | -7.9% | +7.3% | +2.7% |
| 3M | +5.7% | +4.1% | +1.6% | +2.9% |
| 6M | +3.0% | -28.2% | +31.2% | +16.9% |
| YTD | -6.5% | -28.5% | +22.1% | +5.5% |
| 1Y | -5.8% | -27.7% | +21.9% | +5.4% |
| 3Y | +43.1% | +38.4% | +4.7% | +13.2% |
| 5Y | +29.5% | +38.0% | -8.5% | -0.5% |
| 10Y | +388.8% | +262.1% | +126.8% | +168.5% |
| All | +388.8% | +258.9% | +129.9% | +168.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling