+36.3%
MCO vs LDOS
+49.1%
-12.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.3% |
| 7D | +2.4% | -7.2% | +9.6% | +4.2% |
| 30D | +12.5% | +16.8% | -4.4% | +8.3% |
| 3M | +7.1% | -1.6% | +8.7% | +7.2% |
| 6M | +13.2% | -1.0% | +14.2% | +12.6% |
| YTD | -0.4% | -25.8% | +25.4% | +6.0% |
| 1Y | +5.8% | -31.1% | +36.9% | +14.5% |
| 3Y | +55.4% | +32.8% | +22.6% | +37.1% |
| All | +36.3% | +49.1% | -12.9% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling