-42.3%
MOH vs LDOS
+35.8%
-78.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -3.0% |
| 7D | -2.4% | -5.8% | +3.4% | -1.8% |
| 30D | +3.3% | +11.6% | -8.3% | +1.8% |
| 3M | +3.5% | -1.0% | +4.5% | +3.5% |
| 6M | +9.4% | +5.1% | +4.3% | +9.2% |
| YTD | +17.2% | -24.0% | +41.2% | +22.8% |
| 1Y | +33.7% | -30.3% | +64.0% | +43.1% |
| 3Y | -42.3% | +37.0% | -79.2% | -50.5% |
| All | -42.3% | +35.8% | -78.1% | -50.5% |
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