+313.1%
MNST vs LDOS
+262.7%
+50.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.8% |
| 7D | -5.0% | -5.8% | +0.9% | -3.5% |
| 30D | +4.6% | +11.6% | -7.0% | +1.7% |
| 3M | +1.0% | -1.0% | +2.0% | +1.0% |
| 6M | +5.8% | +5.1% | +0.7% | +3.6% |
| YTD | +19.1% | -24.0% | +43.1% | +26.1% |
| 1Y | +30.9% | -30.3% | +61.2% | +42.2% |
| 3Y | +65.7% | +37.0% | +28.8% | +39.4% |
| 5Y | +99.0% | +53.4% | +45.6% | +57.5% |
| 10Y | +313.1% | +252.0% | +61.1% | +166.1% |
| All | +313.1% | +262.7% | +50.4% | +166.1% |
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