+540.9%
MPC vs LDOS
+52.0%
+488.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -12.8% | -3.7% | -9.1% | -12.1% |
| 30D | -12.7% | +16.4% | -29.1% | -15.6% |
| 3M | +27.1% | +7.4% | +19.7% | +24.8% |
| 6M | +45.8% | -0.3% | +46.1% | +45.6% |
| YTD | +134.7% | -24.0% | +158.7% | +147.8% |
| 1Y | +106.0% | -29.6% | +135.6% | +121.8% |
| 3Y | +165.5% | +35.1% | +130.4% | +119.9% |
| 5Y | +540.9% | +52.9% | +488.0% | +402.7% |
| All | +540.9% | +52.0% | +488.9% | +402.7% |
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