+319.6%
MOH vs LDOS
+226.9%
+92.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +0.2% | -1.6% | +1.9% | +0.7% |
| 30D | +0.1% | +8.2% | -8.1% | -2.6% |
| 3M | +1.8% | -8.2% | +10.0% | +4.3% |
| 6M | +9.1% | +5.8% | +3.3% | +5.7% |
| YTD | +20.7% | -27.0% | +47.7% | +31.5% |
| 1Y | +51.3% | -31.0% | +82.3% | +68.4% |
| 3Y | -42.0% | +29.3% | -71.3% | -51.4% |
| 5Y | -33.1% | +48.7% | -81.8% | -48.4% |
| All | +319.6% | +226.9% | +92.6% | +146.9% |
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