+959.8%
MOD vs LDOS
+257.0%
+702.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.7% | -22.1% | -21.8% |
| 7D | -31.3% | -2.8% | -28.5% | -30.7% |
| 30D | -46.1% | +13.6% | -59.7% | -49.8% |
| 3M | -51.1% | +4.2% | -55.4% | -52.8% |
| 6M | -62.1% | -8.2% | -53.9% | -61.5% |
| YTD | -26.2% | -24.1% | -2.1% | -18.5% |
| 1Y | -32.6% | -31.2% | -1.3% | -21.2% |
| 3Y | +133.8% | +35.0% | +98.8% | +85.7% |
| 5Y | +792.8% | +52.6% | +740.1% | +545.1% |
| 10Y | +959.8% | +261.9% | +697.9% | +352.8% |
| All | +959.8% | +257.0% | +702.8% | +352.8% |
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