+92.3%
MDLZ vs LDOS
+256.7%
-164.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +6.9% | -3.7% | +10.6% | +7.8% |
| 30D | +12.1% | +16.4% | -4.3% | +8.1% |
| 3M | +7.7% | +7.4% | +0.3% | +5.6% |
| 6M | +10.8% | -0.3% | +11.1% | +10.2% |
| YTD | +27.4% | -24.0% | +51.4% | +34.2% |
| 1Y | +23.5% | -29.6% | +53.1% | +32.7% |
| 3Y | +6.2% | +35.1% | -28.9% | -8.3% |
| 5Y | +22.9% | +52.9% | -30.0% | 0.0% |
| All | +92.3% | +256.7% | -164.3% | +57.8% |
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