+134.5%
MO vs LDOS
+32.3%
+102.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | -2.4% | -7.2% | +4.8% | -2.1% |
| 30D | +9.7% | +16.8% | -7.1% | +9.0% |
| 3M | +14.1% | -1.6% | +15.7% | +14.1% |
| 6M | +11.9% | -1.0% | +12.8% | +11.5% |
| YTD | +38.4% | -25.8% | +64.2% | +38.3% |
| 1Y | +41.9% | -31.1% | +73.0% | +42.2% |
| 3Y | +134.5% | +32.8% | +101.7% | +113.2% |
| All | +134.5% | +32.3% | +102.2% | +113.2% |
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