+45.3%
MO vs LDOS
-27.6%
+73.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +6.9% | -2.8% | +9.7% | +7.0% |
| 30D | +14.9% | +13.6% | +1.3% | +14.1% |
| 3M | +16.4% | +4.2% | +12.2% | +15.9% |
| 6M | +9.6% | -8.2% | +17.8% | +8.9% |
| YTD | +41.8% | -24.1% | +65.9% | +38.3% |
| 1Y | +45.3% | -31.2% | +76.5% | +46.1% |
| All | +45.3% | -27.6% | +73.0% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling