+445.3%
MP vs LDOS
+49.4%
+395.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -2.9% | -5.4% | +2.6% | -1.1% |
| 30D | +13.8% | +4.9% | +8.9% | +11.9% |
| 3M | -16.7% | +7.2% | -23.9% | -18.9% |
| 6M | -11.5% | -24.2% | +12.8% | -3.4% |
| YTD | +7.9% | -25.8% | +33.7% | +18.4% |
| 1Y | -15.0% | -24.7% | +9.7% | -7.6% |
| 3Y | +153.5% | +39.3% | +114.2% | +121.6% |
| 5Y | +58.7% | +43.3% | +15.3% | +34.8% |
| All | +445.3% | +49.4% | +395.9% | +343.4% |
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