+7.1%
MDLZ vs LDOS
+35.4%
-28.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +6.9% | -3.7% | +10.6% | +7.1% |
| 30D | +12.1% | +16.4% | -4.3% | +11.2% |
| 3M | +7.7% | +7.4% | +0.3% | +7.2% |
| 6M | +10.8% | -0.3% | +11.1% | +10.3% |
| YTD | +27.4% | -24.0% | +51.4% | +27.7% |
| 1Y | +23.5% | -29.6% | +53.1% | +24.3% |
| All | +7.1% | +35.4% | -28.3% | -2.4% |
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