+232.5%
MDT vs LDOS
+495.0%
-262.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.2% |
| 7D | +5.4% | -7.2% | +12.7% | +7.9% |
| 30D | +19.1% | +16.8% | +2.2% | +13.2% |
| 3M | +19.5% | -1.6% | +21.0% | +19.7% |
| 6M | +33.5% | -1.0% | +34.4% | +32.7% |
| YTD | +8.7% | -25.8% | +34.5% | +17.3% |
| 1Y | +16.8% | -31.1% | +47.9% | +29.1% |
| 3Y | +53.0% | +32.8% | +20.2% | +32.5% |
| 5Y | -2.9% | +49.4% | -52.3% | -20.8% |
| 10Y | +61.4% | +253.9% | -192.5% | -2.2% |
| All | +232.5% | +495.0% | -262.6% | +57.2% |
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