+205.0%
MDT vs LDOS
+494.7%
-289.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +3.2% | -5.4% | +8.6% | +5.0% |
| 30D | +9.5% | +4.9% | +4.6% | +7.7% |
| 3M | +16.0% | +7.2% | +8.8% | +12.8% |
| 6M | +0.2% | -24.2% | +24.5% | +8.4% |
| YTD | -0.3% | -25.8% | +25.5% | +7.9% |
| 1Y | +4.7% | -24.7% | +29.4% | +12.6% |
| 3Y | +26.5% | +39.3% | -12.7% | +7.8% |
| 5Y | -18.2% | +43.3% | -61.5% | -32.3% |
| 10Y | +40.0% | +278.6% | -238.5% | -16.9% |
| All | +205.0% | +494.7% | -289.7% | +44.6% |
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