+244.9%
MOH vs LDOS
+258.9%
-14.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -4.2% | -4.2% | 0.0% | -2.9% |
| 30D | -2.4% | -7.9% | +5.5% | +0.1% |
| 3M | -4.4% | +4.1% | -8.5% | -6.5% |
| 6M | +32.9% | -28.2% | +61.1% | +47.4% |
| YTD | +11.9% | -28.5% | +40.4% | +22.8% |
| 1Y | +6.9% | -27.7% | +34.6% | +16.6% |
| 3Y | -39.4% | +38.4% | -77.8% | -50.3% |
| 5Y | -25.0% | +38.0% | -62.9% | -39.6% |
| 10Y | +244.9% | +262.1% | -17.2% | +142.7% |
| All | +244.9% | +258.9% | -14.1% | +142.7% |
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