-9.6%
MOS vs LDOS
+43.9%
-53.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +9.5% | -5.4% | +14.9% | +11.1% |
| 30D | +10.4% | +4.9% | +5.5% | +8.5% |
| 3M | +12.9% | +7.2% | +5.7% | +10.0% |
| 6M | +1.2% | -24.2% | +25.5% | +9.7% |
| YTD | +9.3% | -25.8% | +35.1% | +18.0% |
| 1Y | -18.0% | -24.7% | +6.7% | -11.8% |
| 3Y | -29.0% | +39.3% | -68.3% | -44.4% |
| All | -9.6% | +43.9% | -53.5% | -30.2% |
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