+333.5%
MDLZ vs LDOS
+494.7%
-161.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.7% | -5.4% | +3.7% | -0.5% |
| 30D | -2.1% | +4.9% | -7.0% | -3.3% |
| 3M | +1.3% | +7.2% | -5.9% | -0.8% |
| 6M | +6.2% | -24.2% | +30.4% | +12.7% |
| YTD | +15.8% | -25.8% | +41.6% | +22.7% |
| 1Y | +4.1% | -24.7% | +28.8% | +9.8% |
| 3Y | -4.1% | +39.3% | -43.4% | -15.9% |
| 5Y | +13.4% | +43.3% | -30.0% | -2.9% |
| 10Y | +75.7% | +278.6% | -202.8% | +16.0% |
| All | +333.5% | +494.7% | -161.3% | +144.9% |
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