+1,318.2%
MO vs LDOS
+495.0%
+823.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.4% |
| 7D | -2.4% | -7.2% | +4.8% | -1.0% |
| 30D | +9.7% | +16.8% | -7.1% | +6.1% |
| 3M | +14.1% | -1.6% | +15.7% | +14.2% |
| 6M | +11.9% | -1.0% | +12.8% | +11.3% |
| YTD | +38.4% | -25.8% | +64.2% | +45.4% |
| 1Y | +41.9% | -31.1% | +73.0% | +51.5% |
| 3Y | +134.5% | +32.8% | +101.7% | +110.6% |
| 5Y | +147.3% | +49.4% | +97.9% | +113.0% |
| 10Y | +135.2% | +253.9% | -118.6% | +66.6% |
| All | +1,318.2% | +495.0% | +823.2% | +761.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling