-32.2%
MOS vs LDOS
+52.0%
-84.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +22.5% | -3.7% | +26.2% | +23.7% |
| 30D | +6.6% | +16.4% | -9.7% | +2.3% |
| 3M | -3.8% | +7.4% | -11.2% | -6.2% |
| 6M | -2.2% | -0.3% | -1.9% | -2.6% |
| YTD | -4.8% | -24.0% | +19.2% | +1.9% |
| 1Y | -11.7% | -29.6% | +17.9% | -3.1% |
| 3Y | -26.5% | +35.1% | -61.6% | -41.4% |
| 5Y | -32.2% | +52.9% | -85.1% | -48.8% |
| All | -32.2% | +52.0% | -84.2% | -48.8% |
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