+155.5%
MO vs LDOS
+48.3%
+107.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +3.3% | -1.6% | +4.9% | +3.5% |
| 30D | +7.5% | +8.2% | -0.7% | +6.6% |
| 3M | +22.8% | -8.2% | +30.9% | +23.6% |
| 6M | +13.4% | +5.8% | +7.5% | +12.3% |
| YTD | +43.0% | -27.0% | +70.0% | +46.4% |
| 1Y | +45.2% | -31.0% | +76.2% | +49.7% |
| 3Y | +145.5% | +29.3% | +116.3% | +121.5% |
| All | +155.5% | +48.3% | +107.2% | +129.3% |
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