-36.8%
MOS vs LDOS
+52.4%
-89.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.7% | +16.7% | +17.2% |
| 7D | +17.9% | -2.8% | +20.8% | +18.8% |
| 30D | +1.6% | +13.6% | -12.0% | -1.9% |
| 3M | -4.0% | +4.2% | -8.2% | -5.6% |
| 6M | -4.1% | -8.2% | +4.1% | -2.3% |
| YTD | -7.8% | -24.1% | +16.3% | -1.3% |
| 1Y | -15.6% | -31.2% | +15.6% | -6.6% |
| 3Y | -28.9% | +35.0% | -63.8% | -43.3% |
| 5Y | -36.8% | +52.6% | -89.4% | -52.2% |
| All | -36.8% | +52.4% | -89.2% | -52.2% |
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