+6.7%
MOS vs LDOS
+257.0%
-250.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.7% | +16.7% | +17.1% |
| 7D | +17.9% | -2.8% | +20.8% | +19.3% |
| 30D | +1.6% | +13.6% | -12.0% | -3.6% |
| 3M | -4.0% | +4.2% | -8.2% | -6.4% |
| 6M | -4.1% | -8.2% | +4.1% | -2.2% |
| YTD | -7.8% | -24.1% | +16.3% | +0.7% |
| 1Y | -15.6% | -31.2% | +15.6% | -3.7% |
| 3Y | -28.9% | +35.0% | -63.8% | -43.6% |
| 5Y | -36.8% | +52.6% | -89.4% | -53.7% |
| 10Y | +6.7% | +261.9% | -255.2% | -46.4% |
| All | +6.7% | +257.0% | -250.3% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling