+707.1%
MOH vs LDOS
+494.7%
+212.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | +0.4% | -5.4% | +5.8% | +2.3% |
| 30D | +2.9% | +4.9% | -2.0% | +0.9% |
| 3M | +4.1% | +7.2% | -3.0% | +0.4% |
| 6M | +33.8% | -24.2% | +58.1% | +46.1% |
| YTD | +15.7% | -25.8% | +41.5% | +25.8% |
| 1Y | +17.5% | -24.7% | +42.3% | +26.8% |
| 3Y | -35.3% | +39.3% | -74.6% | -46.6% |
| 5Y | -26.9% | +43.3% | -70.2% | -41.5% |
| 10Y | +262.9% | +278.6% | -15.7% | +92.4% |
| All | +707.1% | +494.7% | +212.3% | +213.5% |
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 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