+193.1%
MKSI vs LDOS
+39.7%
+153.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.5% |
| 7D | +7.7% | -7.1% | +14.9% | +9.2% |
| 30D | -12.9% | -6.1% | -6.8% | -12.0% |
| 3M | -14.8% | +5.6% | -20.5% | -15.8% |
| 6M | +26.6% | -26.9% | +53.6% | +41.7% |
| YTD | +66.6% | -27.9% | +94.5% | +85.2% |
| 1Y | +144.6% | -26.8% | +171.4% | +169.6% |
| 3Y | +193.1% | +39.6% | +153.6% | +154.8% |
| All | +193.1% | +39.7% | +153.4% | +154.8% |
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