+321.6%
MNST vs LDOS
+256.7%
+64.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.2% | -3.7% | +6.9% | +4.2% |
| 30D | +10.6% | +16.4% | -5.8% | +6.3% |
| 3M | +1.3% | +7.4% | -6.1% | -0.9% |
| 6M | +26.2% | -0.3% | +26.5% | +25.4% |
| YTD | +24.8% | -24.0% | +48.8% | +32.1% |
| 1Y | +40.9% | -29.6% | +70.5% | +52.5% |
| 3Y | +72.2% | +35.1% | +37.1% | +45.7% |
| 5Y | +108.8% | +52.9% | +55.9% | +65.7% |
| All | +321.6% | +256.7% | +64.9% | +189.7% |
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 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