+713.8%
MOD vs LDOS
+52.0%
+661.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | -34.2% | -3.7% | -30.5% | -33.5% |
| 30D | -51.9% | +16.4% | -68.3% | -54.8% |
| 3M | -53.0% | +7.4% | -60.5% | -54.7% |
| 6M | -66.4% | -0.3% | -66.0% | -66.6% |
| YTD | -31.5% | -24.0% | -7.5% | -24.4% |
| 1Y | -39.6% | -29.6% | -10.0% | -30.4% |
| 3Y | +116.8% | +35.1% | +81.7% | +80.8% |
| 5Y | +713.8% | +52.9% | +660.9% | +537.3% |
| All | +713.8% | +52.0% | +661.8% | +537.3% |
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