-38.7%
MOH vs LDOS
+39.7%
-78.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.9% |
| 7D | -3.3% | -7.1% | +3.8% | -2.5% |
| 30D | -0.1% | -6.1% | +6.0% | +0.6% |
| 3M | -1.1% | +5.6% | -6.7% | -1.5% |
| 6M | +35.9% | -26.9% | +62.8% | +44.3% |
| YTD | +13.1% | -27.9% | +41.0% | +19.3% |
| 1Y | +11.8% | -26.8% | +38.6% | +17.6% |
| 3Y | -38.7% | +39.6% | -78.3% | -45.1% |
| All | -38.7% | +39.7% | -78.5% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling