+35.0%
MKSI vs LDOS
+48.3%
-13.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +12.2% | -1.6% | +13.8% | +12.5% |
| 30D | -8.0% | +8.2% | -16.3% | -10.2% |
| 3M | -29.5% | -8.2% | -21.4% | -28.5% |
| 6M | -31.9% | +5.8% | -37.8% | -33.9% |
| YTD | +35.3% | -27.0% | +62.3% | +48.5% |
| 1Y | +50.3% | -31.0% | +81.3% | +69.1% |
| 3Y | +216.4% | +29.3% | +187.1% | +166.3% |
| All | +35.0% | +48.3% | -13.3% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling