+80.3%
MMM vs LDOS
+248.5%
-168.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | +6.2% | -7.2% | +13.4% | +8.6% |
| 30D | +14.2% | +16.8% | -2.6% | +8.6% |
| 3M | +2.9% | -1.6% | +4.5% | +3.0% |
| 6M | +27.6% | -1.0% | +28.5% | +26.7% |
| YTD | +17.3% | -25.8% | +43.0% | +26.9% |
| 1Y | +15.1% | -31.1% | +46.2% | +27.8% |
| 3Y | +157.1% | +32.8% | +124.3% | +118.1% |
| 5Y | +45.1% | +49.4% | -4.3% | +15.3% |
| All | +80.3% | +248.5% | -168.1% | +13.9% |
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