-7.8%
MP vs LDOS
+52.0%
-59.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.1% |
| 7D | -19.0% | -3.7% | -15.3% | -18.1% |
| 30D | -30.5% | +16.4% | -46.9% | -34.0% |
| 3M | -29.6% | +7.4% | -37.0% | -31.6% |
| 6M | -50.4% | -0.3% | -50.1% | -50.7% |
| YTD | -33.2% | -24.0% | -9.2% | -27.1% |
| 1Y | -38.6% | -29.6% | -9.0% | -31.0% |
| 3Y | +105.5% | +35.1% | +70.4% | +77.1% |
| 5Y | -7.8% | +52.9% | -60.7% | -23.4% |
| All | -7.8% | +52.0% | -59.8% | -23.4% |
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 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