+254.1%
MP vs LDOS
+49.5%
+204.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.3% | +5.6% |
| 7D | -10.5% | -7.2% | -3.3% | -8.6% |
| 30D | -23.5% | +16.8% | -40.4% | -27.4% |
| 3M | -25.4% | -1.6% | -23.8% | -25.4% |
| 6M | -51.3% | -1.0% | -50.3% | -51.5% |
| YTD | -29.9% | -25.8% | -4.1% | -23.5% |
| 1Y | -31.8% | -31.1% | -0.8% | -23.7% |
| 3Y | +127.0% | +32.8% | +94.2% | +100.8% |
| 5Y | -3.3% | +49.4% | -52.7% | -19.1% |
| All | +254.1% | +49.5% | +204.6% | +186.5% |
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