+743.4%
MOH vs LDOS
+488.0%
+255.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.0% |
| 7D | -3.1% | -3.5% | +0.3% | -2.0% |
| 30D | +0.2% | +9.5% | -9.4% | -3.2% |
| 3M | +1.8% | -6.3% | +8.1% | +3.7% |
| 6M | +9.5% | +2.8% | +6.7% | +6.8% |
| YTD | +20.9% | -26.6% | +47.6% | +31.5% |
| 1Y | +48.8% | -31.3% | +80.1% | +65.9% |
| 3Y | -41.4% | +30.9% | -72.3% | -50.5% |
| 5Y | -33.0% | +49.4% | -82.4% | -47.4% |
| 10Y | +341.5% | +229.4% | +112.1% | +147.2% |
| All | +743.4% | +488.0% | +255.5% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling