+87.4%
MKSI vs LDOS
+38.1%
+49.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | +6.6% | -4.2% | +10.8% | +7.8% |
| 30D | -8.2% | -7.9% | -0.3% | -6.5% |
| 3M | -16.4% | +4.1% | -20.5% | -17.8% |
| 6M | +23.0% | -28.2% | +51.2% | +37.4% |
| YTD | +68.2% | -28.5% | +96.7% | +86.3% |
| 1Y | +148.6% | -27.7% | +176.2% | +173.7% |
| 3Y | +196.0% | +38.4% | +157.6% | +146.9% |
| 5Y | +87.4% | +38.0% | +49.4% | +50.1% |
| All | +87.4% | +38.1% | +49.3% | +50.1% |
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