-25.1%
MOH vs LDOS
+41.1%
-66.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.7% |
| 7D | -3.3% | -7.1% | +3.8% | -2.0% |
| 30D | -0.1% | -6.1% | +6.0% | +1.0% |
| 3M | -1.1% | +5.6% | -6.7% | -2.3% |
| 6M | +35.9% | -26.9% | +62.8% | +45.7% |
| YTD | +13.1% | -27.9% | +41.0% | +20.6% |
| 1Y | +11.8% | -26.8% | +38.6% | +18.7% |
| 3Y | -38.7% | +39.6% | -78.3% | -47.1% |
| 5Y | -25.1% | +39.4% | -64.5% | -34.0% |
| All | -25.1% | +41.1% | -66.2% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling