-5.8%
MCO vs LDOS
-27.4%
+21.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -3.1% | -4.2% | +1.1% | -2.3% |
| 30D | -0.5% | -7.9% | +7.3% | +1.1% |
| 3M | +5.7% | +4.1% | +1.6% | +3.9% |
| 6M | +3.0% | -28.2% | +31.2% | +11.6% |
| YTD | -6.5% | -28.5% | +22.1% | 0.0% |
| 1Y | -5.8% | -27.7% | +21.9% | +0.7% |
| All | -5.8% | -27.4% | +21.6% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling