+502.3%
MKSI vs LDOS
+267.6%
+234.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.8% |
| 7D | +4.9% | -2.1% | +7.0% | +5.8% |
| 30D | -11.0% | -8.0% | -2.9% | -8.0% |
| 3M | -17.1% | +6.8% | -23.9% | -21.1% |
| 6M | +16.4% | -24.5% | +40.9% | +30.2% |
| YTD | +64.3% | -27.8% | +92.0% | +84.9% |
| 1Y | +137.7% | -27.4% | +165.2% | +166.7% |
| 3Y | +189.1% | +39.9% | +149.2% | +121.5% |
| 5Y | +83.1% | +42.1% | +41.0% | +34.7% |
| All | +502.3% | +267.6% | +234.7% | +187.4% |
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 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