+78.1%
MMM vs LDOS
+228.4%
-150.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | -0.8% | -3.5% | +2.6% | +0.3% |
| 30D | +14.4% | +9.5% | +4.9% | +11.0% |
| 3M | +1.8% | -6.3% | +8.1% | +3.4% |
| 6M | +31.3% | +2.8% | +28.5% | +28.7% |
| YTD | +18.0% | -26.6% | +44.6% | +28.2% |
| 1Y | +10.9% | -31.3% | +42.2% | +23.3% |
| 3Y | +160.6% | +30.9% | +129.7% | +121.9% |
| 5Y | +44.5% | +49.4% | -4.9% | +14.6% |
| All | +78.1% | +228.4% | -150.3% | +12.2% |
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