+104.1%
MO vs LDOS
+274.0%
-169.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +0.3% | -5.4% | +5.7% | +1.5% |
| 30D | +0.6% | +4.9% | -4.2% | -0.6% |
| 3M | -1.0% | +7.2% | -8.2% | -2.9% |
| 6M | +4.3% | -24.2% | +28.6% | +10.4% |
| YTD | +23.3% | -25.8% | +49.1% | +30.2% |
| 1Y | +10.5% | -24.7% | +35.2% | +15.9% |
| 3Y | +96.3% | +39.3% | +57.0% | +68.5% |
| 5Y | +98.9% | +43.3% | +55.6% | +66.6% |
| All | +104.1% | +274.0% | -169.9% | +43.3% |
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