-24.5%
MOS vs LDOS
+35.4%
-59.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +22.5% | -3.7% | +26.2% | +23.2% |
| 30D | +6.6% | +16.4% | -9.7% | +4.4% |
| 3M | -3.8% | +7.4% | -11.2% | -5.1% |
| 6M | -2.2% | -0.3% | -1.9% | -2.2% |
| YTD | -4.8% | -24.0% | +19.2% | -1.2% |
| 1Y | -11.7% | -29.6% | +17.9% | -7.1% |
| All | -24.5% | +35.4% | -59.9% | -33.1% |
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