+456.0%
MCO vs LDOS
+228.4%
+227.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | -1.7% | -3.5% | +1.8% | -0.3% |
| 30D | +9.1% | +9.5% | -0.4% | +5.0% |
| 3M | +6.2% | -6.3% | +12.5% | +8.5% |
| 6M | +12.6% | +2.8% | +9.8% | +9.8% |
| YTD | -0.2% | -26.6% | +26.5% | +11.1% |
| 1Y | +4.1% | -31.3% | +35.4% | +19.1% |
| 3Y | +50.6% | +30.9% | +19.7% | +22.1% |
| 5Y | +36.2% | +49.4% | -13.1% | +0.1% |
| All | +456.0% | +228.4% | +227.6% | +209.5% |
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