+138.2%
MO vs LDOS
+37.8%
+100.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -0.8% | +1.9% | -2.7% | -0.9% |
| 30D | +6.5% | +12.8% | -6.3% | +6.0% |
| 3M | +18.3% | -1.0% | +19.4% | +18.2% |
| 6M | +15.6% | +6.2% | +9.4% | +14.9% |
| YTD | +38.8% | -23.2% | +62.0% | +38.5% |
| 1Y | +41.6% | -29.5% | +71.1% | +41.8% |
| 3Y | +138.2% | +37.1% | +101.2% | +114.1% |
| All | +138.2% | +37.8% | +100.5% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling