+1,349.0%
MKSI vs LDOS
+494.7%
+854.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.7% | +4.0% |
| 7D | +1.8% | -5.4% | +7.2% | +4.3% |
| 30D | -16.8% | +4.9% | -21.7% | -19.1% |
| 3M | -21.1% | +7.2% | -28.3% | -25.2% |
| 6M | +10.8% | -24.2% | +35.1% | +23.1% |
| YTD | +63.3% | -25.8% | +89.1% | +80.7% |
| 1Y | +157.0% | -24.7% | +181.7% | +182.0% |
| 3Y | +163.7% | +39.3% | +124.4% | +107.5% |
| 5Y | +82.0% | +43.3% | +38.6% | +37.4% |
| 10Y | +467.2% | +278.6% | +188.6% | +158.9% |
| All | +1,349.0% | +494.7% | +854.2% | +371.1% |
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 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