+914.1%
MCO vs LDOS
+495.0%
+419.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.8% |
| 7D | +2.4% | -7.2% | +9.6% | +5.9% |
| 30D | +12.5% | +16.8% | -4.4% | +4.4% |
| 3M | +7.1% | -1.6% | +8.7% | +7.3% |
| 6M | +13.2% | -1.0% | +14.2% | +11.9% |
| YTD | -0.4% | -25.8% | +25.4% | +11.6% |
| 1Y | +5.8% | -31.1% | +36.9% | +22.6% |
| 3Y | +55.4% | +32.8% | +22.6% | +24.3% |
| 5Y | +36.3% | +49.4% | -13.1% | -0.7% |
| 10Y | +468.9% | +253.9% | +215.1% | +152.5% |
| All | +914.1% | +495.0% | +419.0% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling