+47.8%
MCO vs LDOS
+42.3%
+5.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.2% |
| 7D | -4.2% | -5.4% | +1.3% | -3.1% |
| 30D | +2.2% | +4.9% | -2.7% | +1.1% |
| 3M | +10.1% | +7.2% | +2.9% | +7.9% |
| 6M | +5.3% | -24.2% | +29.5% | +11.1% |
| YTD | -2.7% | -25.8% | +23.1% | +2.6% |
| 1Y | -0.4% | -24.7% | +24.3% | +4.7% |
| All | +47.8% | +42.3% | +5.5% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling