+241.7%
MNST vs LDOS
+278.0%
-36.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -6.5% | -5.4% | -1.1% | -5.2% |
| 30D | -7.2% | +4.9% | -12.1% | -8.5% |
| 3M | -1.0% | +7.2% | -8.2% | -3.3% |
| 6M | +11.5% | -24.2% | +35.7% | +19.2% |
| YTD | +14.3% | -25.8% | +40.1% | +21.9% |
| 1Y | +38.1% | -24.7% | +62.8% | +46.2% |
| 3Y | +55.0% | +39.3% | +15.7% | +29.8% |
| 5Y | +79.6% | +43.3% | +36.3% | +46.1% |
| All | +241.7% | +278.0% | -36.3% | +120.3% |
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