+54.4%
MMM vs LDOS
+278.0%
-223.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.3% | -5.4% | +2.1% | -1.6% |
| 30D | -7.0% | +4.9% | -11.9% | -8.6% |
| 3M | +10.8% | +7.2% | +3.6% | +7.7% |
| 6M | +5.8% | -24.2% | +30.0% | +14.9% |
| YTD | +6.8% | -25.8% | +32.6% | +15.9% |
| 1Y | +10.4% | -24.7% | +35.1% | +19.0% |
| 3Y | +104.7% | +39.3% | +65.4% | +71.0% |
| 5Y | +23.6% | +43.3% | -19.8% | +0.2% |
| All | +54.4% | +278.0% | -223.6% | -10.4% |
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