+1,604.6%
MOD vs LDOS
+278.0%
+1,326.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +9.6% | -5.4% | +15.0% | +12.5% |
| 30D | 0.0% | +4.9% | -4.9% | -2.6% |
| 3M | -35.4% | +7.2% | -42.6% | -38.4% |
| 6M | -7.3% | -24.2% | +17.0% | +4.8% |
| YTD | +45.8% | -25.8% | +71.6% | +64.6% |
| 1Y | +43.1% | -24.7% | +67.9% | +60.3% |
| 3Y | +297.7% | +39.3% | +258.4% | +213.4% |
| 5Y | +1,478.8% | +43.3% | +1,435.4% | +1,094.3% |
| All | +1,604.6% | +278.0% | +1,326.5% | +642.5% |
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