+60.0%
MDT vs LDOS
+254.8%
-194.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +2.7% | +1.9% | +0.9% | +2.1% |
| 30D | +14.8% | +12.8% | +2.0% | +10.4% |
| 3M | +14.6% | -1.0% | +15.6% | +14.6% |
| 6M | +35.7% | +6.2% | +29.5% | +32.0% |
| YTD | +8.5% | -23.2% | +31.7% | +16.1% |
| 1Y | +13.3% | -29.5% | +42.8% | +24.7% |
| 3Y | +58.6% | +37.1% | +21.5% | +32.8% |
| 5Y | -2.6% | +55.6% | -58.2% | -24.4% |
| 10Y | +60.0% | +249.4% | -189.5% | +8.7% |
| All | +60.0% | +254.8% | -194.9% | +8.7% |
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