+431.0%
MMM vs LDOS
+509.1%
-78.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +5.9% | -3.7% | +9.6% | +7.1% |
| 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% | +31.4% |
| YTD | +18.9% | -24.0% | +43.0% | +27.3% |
| 1Y | +16.4% | -29.6% | +46.0% | +27.7% |
| 3Y | +159.8% | +35.1% | +124.7% | +123.9% |
| 5Y | +47.2% | +52.9% | -5.7% | +19.6% |
| 10Y | +86.5% | +262.2% | -175.8% | +10.8% |
| All | +431.0% | +509.1% | -78.0% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling