+82.9%
MMM vs LDOS
+256.7%
-173.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +5.9% | -3.7% | +9.6% | +7.0% |
| 30D | +14.7% | +16.4% | -1.6% | +9.2% |
| 3M | +3.6% | +7.4% | -3.8% | +0.7% |
| 6M | +32.7% | -0.3% | +33.1% | +31.6% |
| YTD | +18.9% | -24.0% | +43.0% | +27.8% |
| 1Y | +16.4% | -29.6% | +46.0% | +28.4% |
| 3Y | +159.8% | +35.1% | +124.7% | +119.3% |
| 5Y | +47.2% | +52.9% | -5.7% | +16.1% |
| All | +82.9% | +256.7% | -173.8% | +14.7% |
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