+53.0%
MDT vs LDOS
+32.3%
+20.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.5% |
| 7D | +5.4% | -7.2% | +12.7% | +6.8% |
| 30D | +19.1% | +16.8% | +2.2% | +16.0% |
| 3M | +19.5% | -1.6% | +21.0% | +19.5% |
| 6M | +33.5% | -1.0% | +34.4% | +32.8% |
| YTD | +8.7% | -25.8% | +34.5% | +12.1% |
| 1Y | +16.8% | -31.1% | +47.9% | +21.7% |
| 3Y | +53.0% | +32.8% | +20.2% | +41.4% |
| All | +53.0% | +32.3% | +20.7% | +41.4% |
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