-3.1%
MP vs LDOS
+52.4%
-55.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.8% | -5.3% |
| 7D | -12.5% | -2.8% | -9.7% | -11.9% |
| 30D | -23.3% | +13.6% | -36.9% | -26.7% |
| 3M | -24.4% | +4.2% | -28.6% | -25.8% |
| 6M | -45.8% | -8.2% | -37.6% | -44.5% |
| YTD | -28.9% | -24.1% | -4.8% | -22.4% |
| 1Y | -34.6% | -31.2% | -3.4% | -26.0% |
| 3Y | +118.7% | +35.0% | +83.7% | +88.5% |
| 5Y | -3.1% | +52.6% | -55.7% | -18.8% |
| All | -3.1% | +52.4% | -55.5% | -18.8% |
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