+101.3%
MNST vs LDOS
+49.1%
+52.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.1% |
| 7D | -3.4% | -7.2% | +3.8% | -2.5% |
| 30D | +6.6% | +16.8% | -10.2% | +4.7% |
| 3M | -2.9% | -1.6% | -1.3% | -2.8% |
| 6M | +18.4% | -1.0% | +19.4% | +18.4% |
| YTD | +19.3% | -25.8% | +45.0% | +23.2% |
| 1Y | +37.9% | -31.1% | +69.0% | +44.3% |
| 3Y | +62.9% | +32.8% | +30.1% | +44.0% |
| All | +101.3% | +49.1% | +52.2% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling