+242.4%
MDT vs LDOS
+509.1%
-266.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.0% | -3.7% | +11.7% | +9.2% |
| 30D | +20.4% | +16.4% | +4.0% | +14.6% |
| 3M | +22.9% | +7.4% | +15.5% | +19.8% |
| 6M | +37.1% | -0.3% | +37.4% | +36.1% |
| YTD | +11.9% | -24.0% | +36.0% | +20.0% |
| 1Y | +19.8% | -29.6% | +49.4% | +31.5% |
| 3Y | +59.4% | +35.1% | +24.3% | +37.4% |
| 5Y | 0.0% | +52.9% | -52.9% | -19.0% |
| 10Y | +66.2% | +262.2% | -196.0% | 0.0% |
| All | +242.4% | +509.1% | -266.7% | +60.7% |
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 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