+340.2%
MOH vs LDOS
+241.3%
+99.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.2% |
| 7D | -7.6% | -1.3% | -6.3% | -7.2% |
| 30D | +2.4% | +10.1% | -7.7% | -1.0% |
| 3M | +7.6% | -4.7% | +12.2% | +8.8% |
| 6M | +13.0% | +5.6% | +7.4% | +9.6% |
| YTD | +20.6% | -25.1% | +45.7% | +30.3% |
| 1Y | +45.8% | -31.7% | +77.5% | +63.2% |
| 3Y | -41.6% | +33.7% | -75.3% | -51.6% |
| 5Y | -33.1% | +54.4% | -87.4% | -49.1% |
| 10Y | +340.2% | +236.4% | +103.8% | +146.8% |
| All | +340.2% | +241.3% | +99.0% | +146.8% |
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