+16.4%
MMM vs LDOS
-31.3%
+47.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +5.9% | -3.7% | +9.6% | +6.1% |
| 30D | +14.7% | +16.4% | -1.6% | +13.5% |
| 3M | +3.6% | +7.4% | -3.8% | +2.9% |
| 6M | +32.7% | -0.3% | +33.1% | +32.7% |
| YTD | +18.9% | -24.0% | +43.0% | +21.2% |
| 1Y | +16.4% | -29.6% | +46.0% | +20.7% |
| All | +16.4% | -31.3% | +47.7% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling